ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 121-25 121-18 -0-07 -0.2% 125-05
High 121-27 122-00 0-05 0.1% 125-05
Low 121-01 121-18 0-17 0.4% 120-28
Close 121-07 121-23 0-16 0.4% 121-07
Range 0-26 0-14 -0-12 -46.2% 4-09
ATR 0-26 0-26 0-00 -0.3% 0-00
Volume 48 40 -8 -16.7% 207
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-02 122-27 121-31
R3 122-20 122-13 121-27
R2 122-06 122-06 121-26
R1 121-31 121-31 121-24 122-02
PP 121-24 121-24 121-24 121-26
S1 121-17 121-17 121-22 121-20
S2 121-10 121-10 121-20
S3 120-28 121-03 121-19
S4 120-14 120-21 121-15
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 135-08 132-17 123-18
R3 130-31 128-08 122-13
R2 126-22 126-22 122-00
R1 123-31 123-31 121-20 123-06
PP 122-13 122-13 122-13 122-01
S1 119-22 119-22 120-26 118-29
S2 118-04 118-04 120-14
S3 113-27 115-13 120-01
S4 109-18 111-04 118-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-12 120-28 3-16 2.9% 1-01 0.8% 24% False False 47
10 125-16 120-28 4-20 3.8% 0-23 0.6% 18% False False 27
20 125-16 120-28 4-20 3.8% 0-16 0.4% 18% False False 18
40 125-16 120-28 4-20 3.8% 0-12 0.3% 18% False False 25
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 0-01
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-28
2.618 123-05
1.618 122-23
1.000 122-14
0.618 122-09
HIGH 122-00
0.618 121-27
0.500 121-25
0.382 121-23
LOW 121-18
0.618 121-09
1.000 121-04
1.618 120-27
2.618 120-13
4.250 119-22
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 121-25 121-22
PP 121-24 121-20
S1 121-24 121-18

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

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