ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 142-00 142-06 0-06 0.1% 141-08
High 142-16 142-07 -0-09 -0.2% 142-16
Low 141-20 141-29 0-09 0.2% 140-18
Close 141-30 142-04 0-06 0.1% 141-30
Range 0-28 0-10 -0-18 -64.3% 1-30
ATR 0-31 0-29 -0-01 -4.8% 0-00
Volume 473 258 -215 -45.5% 1,917
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 143-01 142-28 142-10
R3 142-23 142-18 142-07
R2 142-13 142-13 142-06
R1 142-08 142-08 142-05 142-06
PP 142-03 142-03 142-03 142-01
S1 141-30 141-30 142-03 141-28
S2 141-25 141-25 142-02
S3 141-15 141-20 142-01
S4 141-05 141-10 141-30
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 147-15 146-21 143-00
R3 145-17 144-23 142-15
R2 143-19 143-19 142-09
R1 142-25 142-25 142-04 143-06
PP 141-21 141-21 141-21 141-28
S1 140-27 140-27 141-24 141-08
S2 139-23 139-23 141-19
S3 137-25 138-29 141-13
S4 135-27 136-31 140-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-16 140-18 1-30 1.4% 0-27 0.6% 81% False False 355
10 142-16 140-10 2-06 1.5% 0-25 0.5% 83% False False 275
20 142-16 135-19 6-29 4.9% 0-28 0.6% 95% False False 164
40 142-16 134-08 8-08 5.8% 0-22 0.5% 95% False False 94
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 0-04
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 143-18
2.618 143-01
1.618 142-23
1.000 142-17
0.618 142-13
HIGH 142-07
0.618 142-03
0.500 142-02
0.382 142-01
LOW 141-29
0.618 141-23
1.000 141-19
1.618 141-13
2.618 141-03
4.250 140-18
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 142-03 142-00
PP 142-03 141-28
S1 142-02 141-24

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

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