ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	123-18	124-21	1-03	0.9%	121-18
High	124-26	125-29	1-03	0.9%	123-17
Low	123-18	124-20	1-02	0.9%	121-11
Close	124-22	124-31	0-09	0.2%	123-16
Range	1-08	1-09	0-01	2.5%	2-06
ATR	0-29	0-30	0-01	3.0%	0-00
Volume	857	292	-565	-65.9%	602

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-00	128-09	125-22
R3	127-23	127-00	125-10
R2	126-14	126-14	125-07
R1	125-23	125-23	125-03	126-02
PP	125-05	125-05	125-05	125-11
S1	124-14	124-14	124-27	124-26
S2	123-28	123-28	124-23
S3	122-19	123-05	124-20
S4	121-10	121-28	124-08

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	125-29	121-11	4-18	3.7%	1-00	0.8%	79%	True	False	342
10	125-29	120-28	5-01	4.0%	1-00	0.8%	81%	True	False	194
20	125-29	120-28	5-01	4.0%	0-24	0.6%	81%	True	False	100
40	125-29	120-28	5-01	4.0%	0-16	0.4%	81%	True	False	59

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	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-11
2.618	129-08
1.618	127-31
1.000	127-06
0.618	126-22
HIGH	125-29
0.618	125-13
0.500	125-08
0.382	125-04
LOW	124-20
0.618	123-27
1.000	123-11
1.618	122-18
2.618	121-09
4.250	119-06

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	125-08	124-19
PP	125-05	124-06
S1	125-02	123-26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols