ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 140-06 138-27 -1-11 -1.0% 138-03
High 140-13 139-04 -1-09 -0.9% 141-00
Low 138-19 135-07 -3-12 -2.4% 137-13
Close 138-25 135-13 -3-12 -2.4% 138-16
Range 1-26 3-29 2-03 115.5% 3-19
ATR 2-00 2-05 0-04 6.7% 0-00
Volume 370,684 477,171 106,487 28.7% 1,506,707
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 148-10 145-24 137-18
R3 144-13 141-27 136-15
R2 140-16 140-16 136-04
R1 137-30 137-30 135-24 137-08
PP 136-19 136-19 136-19 136-08
S1 134-01 134-01 135-02 133-12
S2 132-22 132-22 134-22
S3 128-25 130-04 134-11
S4 124-28 126-07 133-08
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 149-24 147-23 140-15
R3 146-05 144-04 139-16
R2 142-18 142-18 139-05
R1 140-17 140-17 138-27 141-18
PP 138-31 138-31 138-31 139-15
S1 136-30 136-30 138-05 137-30
S2 135-12 135-12 137-27
S3 131-25 133-11 137-16
S4 128-06 129-24 136-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-13 135-07 5-06 3.8% 2-06 1.6% 4% False True 331,491
10 141-00 135-07 5-25 4.3% 2-01 1.5% 3% False True 321,120
20 146-13 135-07 11-06 8.3% 2-03 1.6% 2% False True 313,350
40 147-00 135-01 11-31 8.8% 2-02 1.5% 3% False False 324,086
60 147-00 129-11 17-21 13.0% 2-07 1.6% 34% False False 238,184
80 147-00 121-11 25-21 18.9% 1-31 1.4% 55% False False 178,787
100 147-00 120-28 26-04 19.3% 1-21 1.2% 56% False False 143,038
120 147-00 120-28 26-04 19.3% 1-14 1.1% 56% False False 119,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-18
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 155-23
2.618 149-11
1.618 145-14
1.000 143-01
0.618 141-17
HIGH 139-04
0.618 137-20
0.500 137-06
0.382 136-23
LOW 135-07
0.618 132-26
1.000 131-10
1.618 128-29
2.618 125-00
4.250 118-20
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 137-06 137-26
PP 136-19 137-00
S1 136-00 136-07

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

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