ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 139-11 138-03 -1-08 -0.9% 141-12
High 139-22 139-26 0-04 0.1% 141-14
Low 137-27 137-13 -0-14 -0.3% 137-27
Close 138-13 139-24 1-11 1.0% 138-13
Range 1-27 2-13 0-18 30.5% 3-19
ATR 2-05 2-06 0-01 0.8% 0-00
Volume 273,634 271,233 -2,401 -0.9% 1,262,385
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 146-07 145-12 141-02
R3 143-26 142-31 140-13
R2 141-13 141-13 140-06
R1 140-18 140-18 139-31 141-00
PP 139-00 139-00 139-00 139-06
S1 138-05 138-05 139-17 138-18
S2 136-19 136-19 139-10
S3 134-06 135-24 139-03
S4 131-25 133-11 138-14
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 150-00 147-26 140-12
R3 146-13 144-07 139-13
R2 142-26 142-26 139-02
R1 140-20 140-20 138-24 139-30
PP 139-07 139-07 139-07 138-28
S1 137-01 137-01 138-02 136-10
S2 135-20 135-20 137-24
S3 132-01 133-14 137-13
S4 128-14 129-27 136-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-18 137-13 3-05 2.3% 1-29 1.4% 74% False True 293,324
10 146-13 137-13 9-00 6.4% 2-02 1.5% 26% False True 286,355
20 147-00 137-13 9-19 6.9% 2-07 1.6% 24% False True 320,806
40 147-00 134-26 12-06 8.7% 2-01 1.5% 41% False False 289,635
60 147-00 123-10 23-22 16.9% 2-04 1.5% 69% False False 193,902
80 147-00 120-28 26-04 18.7% 1-27 1.3% 72% False False 145,467
100 147-00 120-28 26-04 18.7% 1-17 1.1% 72% False False 116,376
120 147-00 119-06 27-26 19.9% 1-10 0.9% 74% False False 96,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150-01
2.618 146-04
1.618 143-23
1.000 142-07
0.618 141-10
HIGH 139-26
0.618 138-29
0.500 138-20
0.382 138-10
LOW 137-13
0.618 135-29
1.000 135-00
1.618 133-16
2.618 131-03
4.250 127-06
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 139-12 139-14
PP 139-00 139-05
S1 138-20 138-28

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

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