ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 120-23 120-31 0-08 0.2% 119-19
High 121-04 121-11 0-07 0.2% 121-04
Low 120-16 120-22 0-06 0.2% 119-19
Close 120-29 121-05 0-08 0.2% 120-29
Range 0-20 0-21 0-01 5.0% 1-17
ATR 0-23 0-23 0-00 -0.7% 0-00
Volume 600 429 -171 -28.5% 3,478
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 123-01 122-24 121-17
R3 122-12 122-03 121-11
R2 121-23 121-23 121-09
R1 121-14 121-14 121-07 121-18
PP 121-02 121-02 121-02 121-04
S1 120-25 120-25 121-03 120-30
S2 120-13 120-13 121-01
S3 119-24 120-04 120-31
S4 119-03 119-15 120-25
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 125-04 124-18 121-24
R3 123-19 123-01 121-10
R2 122-02 122-02 121-06
R1 121-16 121-16 121-01 121-25
PP 120-17 120-17 120-17 120-22
S1 119-31 119-31 120-25 120-08
S2 119-00 119-00 120-20
S3 117-15 118-14 120-16
S4 115-30 116-29 120-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-11 119-28 1-15 1.2% 0-20 0.5% 87% True False 733
10 121-11 118-15 2-28 2.4% 0-21 0.5% 93% True False 491
20 121-11 116-11 5-00 4.1% 0-22 0.6% 96% True False 363
40 121-11 116-11 5-00 4.1% 0-16 0.4% 96% True False 194
60 121-11 114-00 7-11 6.1% 0-11 0.3% 97% True False 130
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 0-05
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-04
2.618 123-02
1.618 122-13
1.000 122-00
0.618 121-24
HIGH 121-11
0.618 121-03
0.500 121-00
0.382 120-30
LOW 120-22
0.618 120-09
1.000 120-01
1.618 119-20
2.618 118-31
4.250 117-29
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 121-04 121-01
PP 121-02 120-28
S1 121-00 120-24

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

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