ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 123-24 124-20 0-28 0.7% 123-21
High 124-24 124-25 0-01 0.0% 124-25
Low 123-11 124-04 0-25 0.6% 123-11
Close 124-21 124-19 -0-02 -0.1% 124-19
Range 1-13 0-21 -0-24 -53.3% 1-14
ATR 0-29 0-28 -0-01 -2.0% 0-00
Volume 314,288 324,166 9,878 3.1% 949,332
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 126-15 126-06 124-31
R3 125-26 125-17 124-25
R2 125-05 125-05 124-23
R1 124-28 124-28 124-21 124-22
PP 124-16 124-16 124-16 124-13
S1 124-07 124-07 124-17 124-01
S2 123-27 123-27 124-15
S3 123-06 123-18 124-13
S4 122-17 122-29 124-07
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 128-18 128-00 125-12
R3 127-04 126-18 125-00
R2 125-22 125-22 124-27
R1 125-04 125-04 124-23 125-13
PP 124-08 124-08 124-08 124-12
S1 123-22 123-22 124-15 123-31
S2 122-26 122-26 124-11
S3 121-12 122-08 124-06
S4 119-30 120-26 123-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-25 123-11 1-14 1.2% 0-27 0.7% 87% True False 189,866
10 124-25 122-13 2-12 1.9% 0-29 0.7% 92% True False 100,947
20 124-25 120-22 4-03 3.3% 0-29 0.7% 95% True False 52,102
40 124-25 116-11 8-14 6.8% 0-25 0.6% 98% True False 26,223
60 124-25 116-11 8-14 6.8% 0-20 0.5% 98% True False 17,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-18
2.618 126-16
1.618 125-27
1.000 125-14
0.618 125-06
HIGH 124-25
0.618 124-17
0.500 124-14
0.382 124-12
LOW 124-04
0.618 123-23
1.000 123-15
1.618 123-02
2.618 122-13
4.250 121-11
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 124-18 124-13
PP 124-16 124-08
S1 124-14 124-02

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

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