ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 138-27 135-18 -3-09 -2.4% 138-16
High 139-04 137-01 -2-03 -1.5% 140-13
Low 135-07 135-05 -0-02 0.0% 135-05
Close 135-13 136-28 1-15 1.1% 136-28
Range 3-29 1-28 -2-01 -52.0% 5-08
ATR 2-05 2-04 -0-01 -0.9% 0-00
Volume 477,171 324,433 -152,738 -32.0% 1,755,298
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 141-31 141-10 137-29
R3 140-03 139-14 137-12
R2 138-07 138-07 137-07
R1 137-18 137-18 137-02 137-28
PP 136-11 136-11 136-11 136-17
S1 135-22 135-22 136-22 136-00
S2 134-15 134-15 136-17
S3 132-19 133-26 136-12
S4 130-23 131-30 135-27
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 153-07 150-10 139-24
R3 147-31 145-02 138-10
R2 142-23 142-23 137-27
R1 139-26 139-26 137-11 138-20
PP 137-15 137-15 137-15 136-29
S1 134-18 134-18 136-13 133-12
S2 132-07 132-07 135-29
S3 126-31 129-10 135-14
S4 121-23 124-02 134-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-13 135-05 5-08 3.8% 2-10 1.7% 33% False True 351,059
10 141-00 135-05 5-27 4.3% 2-02 1.5% 29% False True 326,200
20 146-13 135-05 11-08 8.2% 2-03 1.5% 15% False True 311,111
40 147-00 135-05 11-27 8.7% 2-01 1.5% 15% False True 323,427
60 147-00 129-30 17-02 12.5% 2-06 1.6% 41% False False 243,552
80 147-00 121-23 25-09 18.5% 1-31 1.4% 60% False False 182,842
100 147-00 120-28 26-04 19.1% 1-22 1.2% 61% False False 146,282
120 147-00 120-28 26-04 19.1% 1-14 1.1% 61% False False 121,906
Crabel Price Patterns
NR True
NR4 False
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 0-18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-00
2.618 141-30
1.618 140-02
1.000 138-29
0.618 138-06
HIGH 137-01
0.618 136-10
0.500 136-03
0.382 135-28
LOW 135-05
0.618 134-00
1.000 133-09
1.618 132-04
2.618 130-08
4.250 127-06
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 136-20 137-25
PP 136-11 137-15
S1 136-03 137-06

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

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