ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 142-13 141-12 -1-01 -0.7% 142-23
High 142-24 141-14 -1-10 -0.9% 146-13
Low 140-07 138-19 -1-20 -1.2% 140-07
Close 141-10 138-22 -2-20 -1.9% 141-10
Range 2-17 2-27 0-10 12.3% 6-06
ATR 2-06 2-07 0-02 2.2% 0-00
Volume 358,364 66,997 -291,367 -81.3% 1,697,835
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 148-03 146-08 140-08
R3 145-08 143-13 139-15
R2 142-13 142-13 139-07
R1 140-18 140-18 138-30 140-02
PP 139-18 139-18 139-18 139-10
S1 137-23 137-23 138-14 137-07
S2 136-23 136-23 138-05
S3 133-28 134-28 137-29
S4 131-01 132-01 137-04
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 161-07 157-14 144-23
R3 155-01 151-08 143-00
R2 148-27 148-27 142-14
R1 145-02 145-02 141-28 143-28
PP 142-21 142-21 142-21 142-01
S1 138-28 138-28 140-24 137-22
S2 136-15 136-15 140-06
S3 130-09 132-22 139-20
S4 124-03 126-16 137-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-13 138-19 7-26 5.6% 2-07 1.6% 1% False True 279,387
10 146-13 138-19 7-26 5.6% 2-08 1.6% 1% False True 310,650
20 147-00 138-19 8-13 6.1% 2-05 1.5% 1% False True 323,605
40 147-00 134-04 12-28 9.3% 2-02 1.5% 35% False False 253,389
60 147-00 123-10 23-22 17.1% 2-02 1.5% 65% False False 169,473
80 147-00 120-28 26-04 18.8% 1-24 1.3% 68% False False 127,135
100 147-00 120-28 26-04 18.8% 1-15 1.0% 68% False False 101,710
120 147-00 118-01 28-31 20.9% 1-07 0.9% 71% False False 84,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 153-17
2.618 148-28
1.618 146-01
1.000 144-09
0.618 143-06
HIGH 141-14
0.618 140-11
0.500 140-00
0.382 139-22
LOW 138-19
0.618 136-27
1.000 135-24
1.618 134-00
2.618 131-05
4.250 126-16
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 140-00 141-14
PP 139-18 140-16
S1 139-04 139-19

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

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