ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 144-25 144-19 -0-06 -0.1% 141-10
High 145-10 145-27 0-17 0.4% 145-27
Low 144-06 144-09 0-03 0.1% 141-08
Close 144-15 145-18 1-03 0.8% 145-18
Range 1-04 1-18 0-14 38.9% 4-19
ATR 1-25 1-24 0-00 -0.8% 0-00
Volume 2,670 1,796 -874 -32.7% 16,692
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 149-29 149-10 146-14
R3 148-11 147-24 146-00
R2 146-25 146-25 145-27
R1 146-06 146-06 145-23 146-16
PP 145-07 145-07 145-07 145-12
S1 144-20 144-20 145-13 144-30
S2 143-21 143-21 145-09
S3 142-03 143-02 145-04
S4 140-17 141-16 144-22
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 158-00 156-12 148-03
R3 153-13 151-25 146-26
R2 148-26 148-26 146-13
R1 147-06 147-06 145-31 148-00
PP 144-07 144-07 144-07 144-20
S1 142-19 142-19 145-05 143-13
S2 139-20 139-20 144-23
S3 135-01 138-00 144-10
S4 130-14 133-13 143-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-27 141-08 4-19 3.2% 1-18 1.1% 94% True False 3,338
10 145-27 140-15 5-12 3.7% 1-20 1.1% 95% True False 7,562
20 145-27 140-03 5-24 4.0% 1-21 1.1% 95% True False 152,378
40 145-27 135-05 10-22 7.3% 1-29 1.3% 97% True False 238,588
60 147-00 135-05 11-27 8.1% 1-31 1.4% 88% False False 263,986
80 147-00 134-26 12-06 8.4% 1-31 1.3% 88% False False 275,100
100 147-00 124-08 22-24 15.6% 2-02 1.4% 94% False False 221,852
120 147-00 120-28 26-04 17.9% 1-28 1.3% 94% False False 184,914
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152-16
2.618 149-30
1.618 148-12
1.000 147-13
0.618 146-26
HIGH 145-27
0.618 145-08
0.500 145-02
0.382 144-28
LOW 144-09
0.618 143-10
1.000 142-23
1.618 141-24
2.618 140-06
4.250 137-20
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 145-13 145-06
PP 145-07 144-25
S1 145-02 144-13

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

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