ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 123-02 122-11 -0-23 -0.6% 122-29
High 123-13 123-27 0-14 0.4% 123-27
Low 122-07 122-11 0-04 0.1% 122-04
Close 122-16 123-04 0-20 0.5% 123-04
Range 1-06 1-16 0-10 26.3% 1-23
ATR 0-26 0-28 0-02 6.1% 0-00
Volume 6,327 4,138 -2,189 -34.6% 27,500
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 127-19 126-28 123-30
R3 126-03 125-12 123-17
R2 124-19 124-19 123-13
R1 123-28 123-28 123-08 124-08
PP 123-03 123-03 123-03 123-09
S1 122-12 122-12 123-00 122-24
S2 121-19 121-19 122-27
S3 120-03 120-28 122-23
S4 118-19 119-12 122-10
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 128-06 127-12 124-02
R3 126-15 125-21 123-19
R2 124-24 124-24 123-14
R1 123-30 123-30 123-09 124-11
PP 123-01 123-01 123-01 123-08
S1 122-07 122-07 122-31 122-20
S2 121-10 121-10 122-26
S3 119-19 120-16 122-21
S4 117-28 118-25 122-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-27 122-04 1-23 1.4% 1-00 0.8% 58% True False 5,500
10 123-27 120-22 3-05 2.6% 0-29 0.7% 77% True False 3,256
20 123-27 118-12 5-15 4.4% 0-26 0.6% 87% True False 1,855
40 123-27 116-11 7-16 6.1% 0-22 0.6% 90% True False 997
60 123-27 115-07 8-20 7.0% 0-15 0.4% 92% True False 665
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 0-04
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 130-07
2.618 127-25
1.618 126-09
1.000 125-11
0.618 124-25
HIGH 123-27
0.618 123-09
0.500 123-03
0.382 122-29
LOW 122-11
0.618 121-13
1.000 120-27
1.618 119-29
2.618 118-13
4.250 115-31
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 123-04 123-02
PP 123-03 123-01
S1 123-03 123-00

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

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