ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 137-11 136-08 -1-03 -0.8% 136-22
High 137-25 136-11 -1-14 -1.0% 138-01
Low 135-19 136-07 0-20 0.5% 136-09
Close 135-27 136-11 0-16 0.4% 136-25
Range 2-06 0-04 -2-02 -94.3% 1-24
ATR 0-31 0-30 -0-01 -3.4% 0-00
Volume 28 43 15 53.6% 196
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 136-22 136-20 136-13
R3 136-18 136-16 136-12
R2 136-14 136-14 136-12
R1 136-12 136-12 136-11 136-13
PP 136-10 136-10 136-10 136-10
S1 136-08 136-08 136-11 136-09
S2 136-06 136-06 136-10
S3 136-02 136-04 136-10
S4 135-30 136-00 136-09
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
5 138-01 135-19 2-14 1.8% 1-05 0.8% 31% False False 39
10 138-01 135-19 2-14 1.8% 0-25 0.6% 31% False False 30
20 139-19 134-08 5-11 3.9% 0-21 0.5% 39% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 136-28
2.618 136-21
1.618 136-17
1.000 136-15
0.618 136-13
HIGH 136-11
0.618 136-09
0.500 136-09
0.382 136-09
LOW 136-07
0.618 136-05
1.000 136-03
1.618 136-01
2.618 135-29
4.250 135-22
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 136-10 136-22
PP 136-10 136-18
S1 136-09 136-15

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

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