ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 135-18 136-19 1-01 0.8% 138-16
High 137-01 140-00 2-31 2.2% 140-13
Low 135-05 136-18 1-13 1.0% 135-05
Close 136-28 139-01 2-05 1.6% 136-28
Range 1-28 3-14 1-18 83.3% 5-08
ATR 2-04 2-07 0-03 4.4% 0-00
Volume 324,433 321,716 -2,717 -0.8% 1,755,298
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 148-27 147-12 140-30
R3 145-13 143-30 139-31
R2 141-31 141-31 139-21
R1 140-16 140-16 139-11 141-08
PP 138-17 138-17 138-17 138-29
S1 137-02 137-02 138-23 137-26
S2 135-03 135-03 138-13
S3 131-21 133-20 138-03
S4 128-07 130-06 137-04
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 153-07 150-10 139-24
R3 147-31 145-02 138-10
R2 142-23 142-23 137-27
R1 139-26 139-26 137-11 138-20
PP 137-15 137-15 137-15 136-29
S1 134-18 134-18 136-13 133-12
S2 132-07 132-07 135-29
S3 126-31 129-10 135-14
S4 121-23 124-02 134-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-13 135-05 5-08 3.8% 2-25 2.0% 74% False False 372,291
10 141-00 135-05 5-27 4.2% 2-05 1.5% 66% False False 331,248
20 146-13 135-05 11-08 8.1% 2-04 1.5% 34% False False 308,802
40 147-00 135-05 11-27 8.5% 2-01 1.5% 33% False False 320,637
60 147-00 129-30 17-02 12.3% 2-06 1.6% 53% False False 248,870
80 147-00 123-10 23-22 17.0% 2-00 1.4% 66% False False 186,863
100 147-00 120-28 26-04 18.8% 1-23 1.2% 69% False False 149,499
120 147-00 120-28 26-04 18.8% 1-15 1.1% 69% False False 124,586
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 0-16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154-20
2.618 149-00
1.618 145-18
1.000 143-14
0.618 142-04
HIGH 140-00
0.618 138-22
0.500 138-09
0.382 137-28
LOW 136-18
0.618 134-14
1.000 133-04
1.618 131-00
2.618 127-18
4.250 121-30
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 138-25 138-18
PP 138-17 138-02
S1 138-09 137-18

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

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