ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	141-04	140-00	-1-04	-0.8%	140-12
High	141-17	140-28	-0-21	-0.5%	141-29
Low	140-00	139-16	-0-16	-0.4%	139-07
Close	140-06	140-10	0-04	0.1%	141-10
Range	1-17	1-12	-0-05	-10.2%	2-22
ATR	1-31	1-30	-0-01	-2.2%	0-00
Volume	267,167	402,132	134,965	50.5%	1,340,106

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	144-11	143-23	141-02
R3	142-31	142-11	140-22
R2	141-19	141-19	140-18
R1	140-31	140-31	140-14	141-09
PP	140-07	140-07	140-07	140-12
S1	139-19	139-19	140-06	139-29
S2	138-27	138-27	140-02
S3	137-15	138-07	139-30
S4	136-03	136-27	139-18

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-28	147-25	142-25
R3	146-06	145-03	142-02
R2	143-16	143-16	141-26
R1	142-13	142-13	141-18	142-30
PP	140-26	140-26	140-26	141-03
S1	139-23	139-23	141-02	140-08
S2	138-04	138-04	140-26
S3	135-14	137-01	140-18
S4	132-24	134-11	139-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-31	139-09	2-22	1.9%	1-16	1.1%	38%	False	False	293,357
10	141-31	135-01	6-30	4.9%	1-28	1.3%	76%	False	False	343,232
20	141-31	134-26	7-05	5.1%	1-31	1.4%	77%	False	False	216,418
40	141-31	123-10	18-21	13.3%	2-00	1.4%	91%	False	False	109,135
60	141-31	120-28	21-03	15.0%	1-21	1.2%	92%	False	False	72,799
80	141-31	120-28	21-03	15.0%	1-10	0.9%	92%	False	False	54,602
100	141-31	118-14	23-17	16.8%	1-02	0.8%	93%	False	False	43,688

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146-23
2.618	144-15
1.618	143-03
1.000	142-08
0.618	141-23
HIGH	140-28
0.618	140-11
0.500	140-06
0.382	140-01
LOW	139-16
0.618	138-21
1.000	138-04
1.618	137-09
2.618	135-29
4.250	133-21

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	140-09	140-24
PP	140-07	140-19
S1	140-06	140-14

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