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

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