ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 137-05 138-00 0-27 0.6% 136-22
High 138-01 138-00 -0-01 0.0% 138-01
Low 137-05 136-22 -0-15 -0.3% 136-09
Close 137-30 136-25 -1-05 -0.8% 136-25
Range 0-28 1-10 0-14 50.0% 1-24
ATR 0-26 0-27 0-01 4.5% 0-00
Volume 32 71 39 121.9% 196
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 141-03 140-08 137-16
R3 139-25 138-30 137-05
R2 138-15 138-15 137-01
R1 137-20 137-20 136-29 137-12
PP 137-05 137-05 137-05 137-01
S1 136-10 136-10 136-21 136-02
S2 135-27 135-27 136-17
S3 134-17 135-00 136-13
S4 133-07 133-22 136-02
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 142-09 141-09 137-24
R3 140-17 139-17 137-08
R2 138-25 138-25 137-03
R1 137-25 137-25 136-30 138-09
PP 137-01 137-01 137-01 137-09
S1 136-01 136-01 136-20 136-17
S2 135-09 135-09 136-15
S3 133-17 134-09 136-10
S4 131-25 132-17 135-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-01 136-09 1-24 1.3% 0-23 0.5% 29% False False 39
10 138-01 134-08 3-25 2.8% 0-24 0.6% 67% False False 25
20 140-29 134-08 6-21 4.9% 0-15 0.3% 38% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 143-18
2.618 141-14
1.618 140-04
1.000 139-10
0.618 138-26
HIGH 138-00
0.618 137-16
0.500 137-11
0.382 137-06
LOW 136-22
0.618 135-28
1.000 135-12
1.618 134-18
2.618 133-08
4.250 131-04
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 137-11 137-12
PP 137-05 137-05
S1 136-31 136-31

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These figures are updated between 7pm and 10pm EST after a trading day.

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