ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 122-03 122-29 0-26 0.7% 122-07
High 122-03 122-29 0-26 0.7% 122-26
Low 122-03 122-29 0-26 0.7% 121-15
Close 122-03 122-11 0-08 0.2% 122-03
Range
ATR 0-16 0-16 0-01 4.8% 0-00
Volume 1 1 0 0.0% 161
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 122-23 122-17 122-11
R3 122-23 122-17 122-11
R2 122-23 122-23 122-11
R1 122-17 122-17 122-11 122-20
PP 122-23 122-23 122-23 122-24
S1 122-17 122-17 122-11 122-20
S2 122-23 122-23 122-11
S3 122-23 122-17 122-11
S4 122-23 122-17 122-11
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 126-05 125-15 122-27
R3 124-26 124-04 122-15
R2 123-15 123-15 122-11
R1 122-25 122-25 122-07 122-14
PP 122-04 122-04 122-04 121-31
S1 121-14 121-14 121-31 121-04
S2 120-25 120-25 121-27
S3 119-14 120-03 121-23
S4 118-03 118-24 121-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-29 121-15 1-14 1.2% 0-02 0.1% 61% True False 17
10 122-29 121-01 1-28 1.5% 0-01 0.0% 70% True False 47
20 122-29 118-14 4-15 3.7% 0-02 0.0% 87% True False 33
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 0-00
Fibonacci Retracements and Extensions
4.250 122-29
2.618 122-29
1.618 122-29
1.000 122-29
0.618 122-29
HIGH 122-29
0.618 122-29
0.500 122-29
0.382 122-29
LOW 122-29
0.618 122-29
1.000 122-29
1.618 122-29
2.618 122-29
4.250 122-29
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 122-29 122-09
PP 122-23 122-08
S1 122-17 122-06

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

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