ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 122-11 123-15 1-04 0.9% 122-29
High 123-27 123-25 -0-02 -0.1% 123-27
Low 122-11 123-00 0-21 0.5% 122-04
Close 123-04 123-22 0-18 0.5% 123-04
Range 1-16 0-25 -0-23 -47.9% 1-23
ATR 0-28 0-27 0-00 -0.7% 0-00
Volume 4,138 8,340 4,202 101.5% 27,500
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 125-27 125-17 124-04
R3 125-02 124-24 123-29
R2 124-09 124-09 123-27
R1 123-31 123-31 123-24 124-04
PP 123-16 123-16 123-16 123-18
S1 123-06 123-06 123-20 123-11
S2 122-23 122-23 123-17
S3 121-30 122-13 123-15
S4 121-05 121-20 123-08
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% 1-02 0.9% 91% False False 5,999
10 123-27 121-08 2-19 2.1% 0-29 0.7% 94% False False 4,047
20 123-27 118-15 5-12 4.3% 0-25 0.6% 97% False False 2,269
40 123-27 116-11 7-16 6.1% 0-23 0.6% 98% False False 1,205
60 123-27 116-00 7-27 6.3% 0-15 0.4% 98% False False 804
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-03
2.618 125-26
1.618 125-01
1.000 124-18
0.618 124-08
HIGH 123-25
0.618 123-15
0.500 123-12
0.382 123-10
LOW 123-00
0.618 122-17
1.000 122-07
1.618 121-24
2.618 120-31
4.250 119-22
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 123-19 123-15
PP 123-16 123-08
S1 123-12 123-01

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

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