ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 123-29 124-00 0-03 0.1% 123-15
High 124-06 124-13 0-07 0.2% 124-20
Low 123-14 123-21 0-07 0.2% 122-13
Close 123-31 123-25 -0-06 -0.2% 123-18
Range 0-24 0-24 0-00 0.0% 2-07
ATR 0-28 0-28 0-00 -1.0% 0-00
Volume 107,028 157,168 50,140 46.8% 60,140
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 126-06 125-24 124-06
R3 125-14 125-00 124-00
R2 124-22 124-22 123-29
R1 124-08 124-08 123-27 124-03
PP 123-30 123-30 123-30 123-28
S1 123-16 123-16 123-23 123-11
S2 123-06 123-06 123-21
S3 122-14 122-24 123-18
S4 121-22 122-00 123-12
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 130-06 129-03 124-25
R3 127-31 126-28 124-06
R2 125-24 125-24 123-31
R1 124-21 124-21 123-25 125-06
PP 123-17 123-17 123-17 123-26
S1 122-14 122-14 123-11 123-00
S2 121-10 121-10 123-05
S3 119-03 120-07 122-30
S4 116-28 118-00 122-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-13 122-13 2-00 1.6% 0-24 0.6% 69% True False 69,807
10 124-20 122-07 2-13 1.9% 0-31 0.8% 65% False False 38,148
20 124-20 120-05 4-15 3.6% 0-28 0.7% 81% False False 20,289
40 124-20 116-11 8-09 6.7% 0-25 0.6% 90% False False 10,268
60 124-20 116-11 8-09 6.7% 0-19 0.5% 90% False False 6,848
Crabel Price Patterns
NR False
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 0-08
Fibonacci Retracements and Extensions
4.250 127-19
2.618 126-12
1.618 125-20
1.000 125-05
0.618 124-28
HIGH 124-13
0.618 124-04
0.500 124-01
0.382 123-30
LOW 123-21
0.618 123-06
1.000 122-29
1.618 122-14
2.618 121-22
4.250 120-15
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 124-01 123-30
PP 123-30 123-28
S1 123-28 123-26

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

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