ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 137-20 137-09 -0-11 -0.2% 133-13
High 137-20 137-16 -0-04 -0.1% 137-20
Low 137-20 137-09 -0-11 -0.2% 133-13
Close 137-09 137-30 0-21 0.5% 137-30
Range 0-00 0-07 0-07 4-07
ATR 1-10 1-08 -0-03 -6.0% 0-00
Volume 2 46 44 2,200.0% 63
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 138-07 138-10 138-02
R3 138-00 138-03 138-00
R2 137-25 137-25 137-31
R1 137-28 137-28 137-31 137-26
PP 137-18 137-18 137-18 137-18
S1 137-21 137-21 137-29 137-20
S2 137-11 137-11 137-29
S3 137-04 137-14 137-28
S4 136-29 137-07 137-26
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 148-31 147-22 140-08
R3 144-24 143-15 139-03
R2 140-17 140-17 138-23
R1 139-08 139-08 138-10 139-28
PP 136-10 136-10 136-10 136-21
S1 135-01 135-01 137-18 135-22
S2 132-03 132-03 137-05
S3 127-28 130-26 136-25
S4 123-21 126-19 135-20
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% 0-01 0.0% 107% False False 12
10 137-20 129-00 8-20 6.3% 0-30 0.7% 104% False False 16
20 137-20 122-03 15-17 11.3% 0-20 0.5% 102% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138-14
2.618 138-02
1.618 137-27
1.000 137-23
0.618 137-20
HIGH 137-16
0.618 137-13
0.500 137-12
0.382 137-12
LOW 137-09
0.618 137-05
1.000 137-02
1.618 136-30
2.618 136-23
4.250 136-11
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 137-24 137-12
PP 137-18 136-26
S1 137-12 136-08

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

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