ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 122-04 123-02 0-30 0.8% 120-31
High 123-05 123-13 0-08 0.2% 123-10
Low 122-04 122-07 0-03 0.1% 120-22
Close 123-03 122-16 -0-19 -0.5% 123-00
Range 1-01 1-06 0-05 15.2% 2-20
ATR 0-25 0-26 0-01 3.7% 0-00
Volume 7,185 6,327 -858 -11.9% 5,068
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 126-09 125-18 123-05
R3 125-03 124-12 122-26
R2 123-29 123-29 122-23
R1 123-06 123-06 122-19 122-30
PP 122-23 122-23 122-23 122-19
S1 122-00 122-00 122-13 121-24
S2 121-17 121-17 122-09
S3 120-11 120-26 122-06
S4 119-05 119-20 121-27
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 130-07 129-07 124-14
R3 127-19 126-19 123-23
R2 124-31 124-31 123-15
R1 123-31 123-31 123-08 124-15
PP 122-11 122-11 122-11 122-18
S1 121-11 121-11 122-24 121-27
S2 119-23 119-23 122-17
S3 117-03 118-23 122-09
S4 114-15 116-03 121-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-13 122-02 1-11 1.1% 0-31 0.8% 33% True False 5,259
10 123-13 120-16 2-29 2.4% 0-26 0.7% 69% True False 2,903
20 123-13 118-00 5-13 4.4% 0-24 0.6% 83% True False 1,656
40 123-13 116-11 7-02 5.8% 0-21 0.5% 87% True False 893
60 123-13 115-07 8-06 6.7% 0-14 0.4% 89% True False 596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-14
2.618 126-16
1.618 125-10
1.000 124-19
0.618 124-04
HIGH 123-13
0.618 122-30
0.500 122-26
0.382 122-22
LOW 122-07
0.618 121-16
1.000 121-01
1.618 120-10
2.618 119-04
4.250 117-06
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 122-26 122-24
PP 122-23 122-22
S1 122-19 122-19

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

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