ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 142-29 143-29 1-00 0.7% 142-06
High 144-03 144-16 0-13 0.3% 143-00
Low 142-29 143-17 0-20 0.4% 141-09
Close 143-24 143-23 -0-01 0.0% 142-29
Range 1-06 0-31 -0-07 -18.4% 1-23
ATR 0-30 0-30 0-00 0.2% 0-00
Volume 1,454 1,409 -45 -3.1% 2,015
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 146-26 146-08 144-08
R3 145-27 145-09 144-00
R2 144-28 144-28 143-29
R1 144-10 144-10 143-26 144-04
PP 143-29 143-29 143-29 143-26
S1 143-11 143-11 143-20 143-04
S2 142-30 142-30 143-17
S3 141-31 142-12 143-14
S4 141-00 141-13 143-06
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 147-18 146-30 143-27
R3 145-27 145-07 143-12
R2 144-04 144-04 143-07
R1 143-16 143-16 143-02 143-26
PP 142-13 142-13 142-13 142-18
S1 141-25 141-25 142-24 142-03
S2 140-22 140-22 142-19
S3 138-31 140-02 142-14
S4 137-08 138-11 141-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-16 141-18 2-30 2.0% 0-31 0.7% 73% True False 984
10 144-16 141-00 3-16 2.4% 0-29 0.6% 78% True False 687
20 144-16 139-11 5-05 3.6% 0-27 0.6% 85% True False 432
40 144-16 134-08 10-08 7.1% 0-28 0.6% 92% True False 232
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148-20
2.618 147-01
1.618 146-02
1.000 145-15
0.618 145-03
HIGH 144-16
0.618 144-04
0.500 144-00
0.382 143-29
LOW 143-17
0.618 142-30
1.000 142-18
1.618 141-31
2.618 141-00
4.250 139-13
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 144-00 143-22
PP 143-29 143-22
S1 143-26 143-22

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

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