ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 121-23 123-18 1-27 1.5% 121-18
High 123-17 124-26 1-09 1.0% 123-17
Low 121-23 123-18 1-27 1.5% 121-11
Close 123-16 124-22 1-06 1.0% 123-16
Range 1-26 1-08 -0-18 -31.0% 2-06
ATR 0-28 0-29 0-01 3.6% 0-00
Volume 51 857 806 1,580.4% 602
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-03 127-21 125-12
R3 126-27 126-13 125-01
R2 125-19 125-19 124-29
R1 125-05 125-05 124-26 125-12
PP 124-11 124-11 124-11 124-15
S1 123-29 123-29 124-18 124-04
S2 123-03 123-03 124-15
S3 121-27 122-21 124-11
S4 120-19 121-13 124-00
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-11 128-20 124-22
R3 127-05 126-14 124-03
R2 124-31 124-31 123-29
R1 124-08 124-08 123-22 124-20
PP 122-25 122-25 122-25 122-31
S1 122-02 122-02 123-10 122-14
S2 120-19 120-19 123-03
S3 118-13 119-28 122-29
S4 116-07 117-22 122-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-26 121-11 3-15 2.8% 0-26 0.7% 96% True False 291
10 125-05 120-28 4-09 3.4% 1-00 0.8% 89% False False 166
20 125-16 120-28 4-20 3.7% 0-22 0.5% 82% False False 85
40 125-16 120-28 4-20 3.7% 0-14 0.4% 82% False False 53
Crabel Price Patterns
NR True
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-04
2.618 128-03
1.618 126-27
1.000 126-02
0.618 125-19
HIGH 124-26
0.618 124-11
0.500 124-06
0.382 124-01
LOW 123-18
0.618 122-25
1.000 122-10
1.618 121-17
2.618 120-09
4.250 118-08
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 124-17 124-05
PP 124-11 123-20
S1 124-06 123-02

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

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