ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 122-07 121-25 -0-14 -0.4% 125-05
High 122-10 121-26 -0-16 -0.4% 125-05
Low 122-05 121-11 -0-26 -0.7% 120-28
Close 122-06 121-26 -0-12 -0.3% 121-07
Range 0-05 0-15 0-10 200.0% 4-09
ATR 0-25 0-26 0-00 0.4% 0-00
Volume 463 48 -415 -89.6% 207
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-02 122-29 122-02
R3 122-19 122-14 121-30
R2 122-04 122-04 121-29
R1 121-31 121-31 121-27 122-02
PP 121-21 121-21 121-21 121-22
S1 121-16 121-16 121-25 121-18
S2 121-06 121-06 121-23
S3 120-23 121-01 121-22
S4 120-08 120-18 121-18
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
5 122-10 120-28 1-14 1.2% 0-21 0.5% 65% False False 124
10 125-16 120-28 4-20 3.8% 0-24 0.6% 20% False False 77
20 125-16 120-28 4-20 3.8% 0-17 0.4% 20% False False 43
40 125-16 120-28 4-20 3.8% 0-12 0.3% 20% False False 34
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 3 trading days
Fibonacci Retracements and Extensions
4.250 123-26
2.618 123-01
1.618 122-18
1.000 122-09
0.618 122-03
HIGH 121-26
0.618 121-20
0.500 121-18
0.382 121-17
LOW 121-11
0.618 121-02
1.000 120-28
1.618 120-19
2.618 120-04
4.250 119-11
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 121-24 121-26
PP 121-21 121-26
S1 121-18 121-26

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

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