ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 134-27 137-20 2-25 2.1% 129-00
High 134-27 137-20 2-25 2.1% 137-01
Low 134-27 137-20 2-25 2.1% 129-00
Close 135-18 137-09 1-23 1.3% 134-05
Range
ATR 1-08 1-10 0-02 4.5% 0-00
Volume 5 2 -3 -60.0% 105
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 137-16 137-13 137-09
R3 137-16 137-13 137-09
R2 137-16 137-16 137-09
R1 137-13 137-13 137-09 137-14
PP 137-16 137-16 137-16 137-17
S1 137-13 137-13 137-09 137-14
S2 137-16 137-16 137-09
S3 137-16 137-13 137-09
S4 137-16 137-13 137-09
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 157-16 153-27 138-18
R3 149-15 145-26 136-12
R2 141-14 141-14 135-20
R1 137-25 137-25 134-29 139-20
PP 133-13 133-13 133-13 134-10
S1 129-24 129-24 133-13 131-18
S2 125-12 125-12 132-22
S3 117-11 121-23 131-30
S4 109-10 113-22 129-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-20 133-13 4-07 3.1% 0-04 0.1% 92% True False 4
10 137-20 129-00 8-20 6.3% 0-30 0.7% 96% True False 12
20 137-20 122-03 15-17 11.3% 0-20 0.4% 98% True False 7
Crabel Price Patterns
NR False
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 0-02
Fibonacci Retracements and Extensions
4.250 137-20
2.618 137-20
1.618 137-20
1.000 137-20
0.618 137-20
HIGH 137-20
0.618 137-20
0.500 137-20
0.382 137-20
LOW 137-20
0.618 137-20
1.000 137-20
1.618 137-20
2.618 137-20
4.250 137-20
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 137-20 136-27
PP 137-16 136-13
S1 137-13 135-30

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

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