ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 119-02 118-09 -0-25 -0.7% 119-22
High 119-06 118-24 -0-14 -0.4% 120-20
Low 118-09 118-09 0-00 0.0% 118-22
Close 118-08 118-23 0-15 0.4% 118-26
Range 0-29 0-15 -0-14 -48.3% 1-30
ATR 0-20 0-20 0-00 -1.4% 0-00
Volume 103 119 16 15.5% 28
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-00 119-26 118-31
R3 119-17 119-11 118-27
R2 119-02 119-02 118-26
R1 118-28 118-28 118-24 118-31
PP 118-19 118-19 118-19 118-20
S1 118-13 118-13 118-22 118-16
S2 118-04 118-04 118-20
S3 117-21 117-30 118-19
S4 117-06 117-15 118-15
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-06 123-30 119-28
R3 123-08 122-00 119-11
R2 121-10 121-10 119-05
R1 120-02 120-02 119-00 119-23
PP 119-12 119-12 119-12 119-06
S1 118-04 118-04 118-20 117-25
S2 117-14 117-14 118-15
S3 115-16 116-06 118-09
S4 113-18 114-08 117-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-22 118-09 1-13 1.2% 0-21 0.6% 31% False True 54
10 120-20 118-09 2-11 2.0% 0-13 0.3% 19% False True 29
20 121-05 116-25 4-12 3.7% 0-07 0.2% 44% False False 15
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 0-01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-24
2.618 119-31
1.618 119-16
1.000 119-07
0.618 119-01
HIGH 118-24
0.618 118-18
0.500 118-16
0.382 118-15
LOW 118-09
0.618 118-00
1.000 117-26
1.618 117-17
2.618 117-02
4.250 116-09
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 118-21 118-24
PP 118-19 118-23
S1 118-16 118-23

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

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