ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 128-05 130-23 2-18 2.0% 122-03
High 128-23 130-23 2-00 1.6% 123-30
Low 128-05 130-23 2-18 2.0% 122-03
Close 128-15 130-23 2-08 1.8% 125-07
Range 0-18 0-00 -0-18 -100.0% 1-27
ATR
Volume 2 6 4 200.0% 9
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 130-23 130-23 130-23
R3 130-23 130-23 130-23
R2 130-23 130-23 130-23
R1 130-23 130-23 130-23 130-23
PP 130-23 130-23 130-23 130-23
S1 130-23 130-23 130-23 130-23
S2 130-23 130-23 130-23
S3 130-23 130-23 130-23
S4 130-23 130-23 130-23
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-09 129-03 126-07
R3 127-14 127-08 125-23
R2 125-19 125-19 125-18
R1 125-13 125-13 125-12 125-16
PP 123-24 123-24 123-24 123-26
S1 123-18 123-18 125-02 123-21
S2 121-29 121-29 124-28
S3 120-02 121-23 124-23
S4 118-07 119-28 124-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-23 123-16 7-07 5.5% 0-19 0.5% 100% True False 3
10 130-23 122-03 8-20 6.6% 0-10 0.2% 100% True False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-23
2.618 130-23
1.618 130-23
1.000 130-23
0.618 130-23
HIGH 130-23
0.618 130-23
0.500 130-23
0.382 130-23
LOW 130-23
0.618 130-23
1.000 130-23
1.618 130-23
2.618 130-23
4.250 130-23
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 130-23 129-31
PP 130-23 129-07
S1 130-23 128-15

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

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