ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 124-06 123-07 -0-31 -0.8% 122-29
High 124-20 123-14 -1-06 -1.0% 123-27
Low 123-07 122-13 -0-26 -0.7% 122-04
Close 123-14 123-11 -0-03 -0.1% 123-04
Range 1-13 1-01 -0-12 -26.7% 1-23
ATR 0-29 0-29 0-00 1.0% 0-00
Volume 10,161 11,486 1,325 13.0% 27,500
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 126-05 125-25 123-29
R3 125-04 124-24 123-20
R2 124-03 124-03 123-17
R1 123-23 123-23 123-14 123-29
PP 123-02 123-02 123-02 123-05
S1 122-22 122-22 123-08 122-28
S2 122-01 122-01 123-05
S3 121-00 121-21 123-02
S4 119-31 120-20 122-25
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
5 124-20 122-11 2-09 1.8% 1-05 0.9% 44% False False 7,520
10 124-20 122-02 2-18 2.1% 1-02 0.9% 50% False False 6,390
20 124-20 119-16 5-04 4.2% 0-27 0.7% 75% False False 3,482
40 124-20 116-11 8-09 6.7% 0-25 0.6% 85% False False 1,833
60 124-20 116-11 8-09 6.7% 0-17 0.4% 85% False False 1,223
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-26
2.618 126-04
1.618 125-03
1.000 124-15
0.618 124-02
HIGH 123-14
0.618 123-01
0.500 122-30
0.382 122-26
LOW 122-13
0.618 121-25
1.000 121-12
1.618 120-24
2.618 119-23
4.250 118-01
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 123-06 123-16
PP 123-02 123-15
S1 122-30 123-13

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

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