ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 124-02 124-10 0-08 0.2% 123-18
High 124-20 125-00 0-12 0.3% 125-29
Low 123-30 123-27 -0-03 -0.1% 123-18
Close 124-18 124-07 -0-11 -0.3% 124-18
Range 0-22 1-05 0-15 68.2% 2-11
ATR 0-30 0-30 0-01 1.8% 0-00
Volume 122 98 -24 -19.7% 1,532
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-26 127-06 124-27
R3 126-21 126-01 124-17
R2 125-16 125-16 124-14
R1 124-28 124-28 124-10 124-20
PP 124-11 124-11 124-11 124-07
S1 123-23 123-23 124-04 123-14
S2 123-06 123-06 124-00
S3 122-01 122-18 123-29
S4 120-28 121-13 123-19
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 131-23 130-15 125-27
R3 129-12 128-04 125-07
R2 127-01 127-01 125-00
R1 125-25 125-25 124-25 126-13
PP 124-22 124-22 124-22 125-00
S1 123-14 123-14 124-11 124-02
S2 122-11 122-11 124-04
S3 120-00 121-03 123-29
S4 117-21 118-24 123-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-29 123-27 2-02 1.7% 1-01 0.8% 18% False True 154
10 125-29 121-11 4-18 3.7% 0-30 0.7% 63% False False 223
20 125-29 120-28 5-01 4.1% 0-28 0.7% 66% False False 123
40 125-29 120-28 5-01 4.1% 0-18 0.5% 66% False False 67
60 125-29 118-02 7-27 6.3% 0-13 0.3% 78% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-29
2.618 128-01
1.618 126-28
1.000 126-05
0.618 125-23
HIGH 125-00
0.618 124-18
0.500 124-14
0.382 124-09
LOW 123-27
0.618 123-04
1.000 122-22
1.618 121-31
2.618 120-26
4.250 118-30
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 124-14 124-16
PP 124-11 124-13
S1 124-09 124-10

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

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