ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 121-18 122-07 0-21 0.5% 125-05
High 122-00 122-10 0-10 0.3% 125-05
Low 121-18 122-05 0-19 0.5% 120-28
Close 121-23 122-06 0-15 0.4% 121-07
Range 0-14 0-05 -0-09 -64.3% 4-09
ATR 0-26 0-25 0-00 -1.9% 0-00
Volume 40 463 423 1,057.5% 207
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 122-22 122-19 122-09
R3 122-17 122-14 122-07
R2 122-12 122-12 122-07
R1 122-09 122-09 122-06 122-08
PP 122-07 122-07 122-07 122-06
S1 122-04 122-04 122-06 122-03
S2 122-02 122-02 122-05
S3 121-29 121-31 122-05
S4 121-24 121-26 122-03
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
5 122-22 120-28 1-26 1.5% 0-23 0.6% 72% False False 135
10 125-16 120-28 4-20 3.8% 0-24 0.6% 28% False False 72
20 125-16 120-28 4-20 3.8% 0-16 0.4% 28% False False 41
40 125-16 120-28 4-20 3.8% 0-12 0.3% 28% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 122-31
2.618 122-23
1.618 122-18
1.000 122-15
0.618 122-13
HIGH 122-10
0.618 122-08
0.500 122-08
0.382 122-07
LOW 122-05
0.618 122-02
1.000 122-00
1.618 121-29
2.618 121-24
4.250 121-16
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 122-08 122-00
PP 122-07 121-27
S1 122-06 121-22

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

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