ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 124-24 125-16 0-24 0.6% 125-01
High 124-31 125-16 0-17 0.4% 125-16
Low 124-24 125-04 0-12 0.3% 124-01
Close 125-00 125-04 0-04 0.1% 125-04
Range 0-07 0-12 0-05 71.4% 1-15
ATR 0-21 0-21 0-00 -1.8% 0-00
Volume 3 10 7 233.3% 34
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 126-12 126-04 125-11
R3 126-00 125-24 125-07
R2 125-20 125-20 125-06
R1 125-12 125-12 125-05 125-10
PP 125-08 125-08 125-08 125-07
S1 125-00 125-00 125-03 124-30
S2 124-28 124-28 125-02
S3 124-16 124-20 125-01
S4 124-04 124-08 124-29
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 129-09 128-22 125-30
R3 127-26 127-07 125-17
R2 126-11 126-11 125-13
R1 125-24 125-24 125-08 126-02
PP 124-28 124-28 124-28 125-01
S1 124-09 124-09 125-00 124-18
S2 123-13 123-13 124-27
S3 121-30 122-26 124-23
S4 120-15 121-11 124-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-16 124-01 1-15 1.2% 0-13 0.3% 74% True False 6
10 125-16 122-13 3-03 2.5% 0-12 0.3% 88% True False 4
20 125-16 122-13 3-03 2.5% 0-11 0.3% 88% True False 11
40 125-16 119-14 6-02 4.8% 0-07 0.2% 94% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-03
2.618 126-15
1.618 126-03
1.000 125-28
0.618 125-23
HIGH 125-16
0.618 125-11
0.500 125-10
0.382 125-09
LOW 125-04
0.618 124-29
1.000 124-24
1.618 124-17
2.618 124-05
4.250 123-17
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 125-10 125-00
PP 125-08 124-28
S1 125-06 124-24

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

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