ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	125-31	127-20	1-21	1.3%	123-26
High	127-26	129-22	1-28	1.5%	127-00
Low	125-28	127-20	1-24	1.4%	123-10
Close	127-18	129-16	1-30	1.5%	126-21
Range	1-30	2-02	0-04	6.5%	3-22
ATR	1-04	1-07	0-02	6.2%	0-00
Volume	1,258	1,158	-100	-7.9%	1,891

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-04	134-12	130-20
R3	133-02	132-10	130-02
R2	131-00	131-00	129-28
R1	130-08	130-08	129-22	130-20
PP	128-30	128-30	128-30	129-04
S1	128-06	128-06	129-10	128-18
S2	126-28	126-28	129-04
S3	124-26	126-04	128-30
S4	122-24	124-02	128-12

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-23	135-12	128-22
R3	133-01	131-22	127-21
R2	129-11	129-11	127-11
R1	128-00	128-00	127-00	128-22
PP	125-21	125-21	125-21	126-00
S1	124-10	124-10	126-10	125-00
S2	121-31	121-31	125-31
S3	118-09	120-20	125-21
S4	114-19	116-30	124-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-22	123-21	6-01	4.7%	1-15	1.1%	97%	True	False	815
10	129-22	123-10	6-12	4.9%	1-05	0.9%	97%	True	False	499
20	129-22	121-11	8-11	6.4%	1-04	0.9%	98%	True	False	364
40	129-22	120-28	8-26	6.8%	0-26	0.6%	98%	True	False	191
60	129-22	120-28	8-26	6.8%	0-20	0.5%	98%	True	False	138

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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-14
2.618	135-03
1.618	133-01
1.000	131-24
0.618	130-31
HIGH	129-22
0.618	128-29
0.500	128-21
0.382	128-13
LOW	127-20
0.618	126-11
1.000	125-18
1.618	124-09
2.618	122-07
4.250	118-28

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	129-07	128-24
PP	128-30	128-01
S1	128-21	127-09

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