ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	135-28	135-26	-0-02	0.0%	138-00
High	135-28	135-26	-0-02	0.0%	138-03
Low	135-28	134-05	-1-23	-1.3%	134-17
Close	135-28	134-16	-1-12	-1.0%	135-28
Range	0-00	1-21	1-21		3-18
ATR	1-05	1-06	0-01	3.6%	0-00
Volume	3	3	0	0.0%	15

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	139-25	138-26	135-13
R3	138-04	137-05	134-31
R2	136-15	136-15	134-26
R1	135-16	135-16	134-21	135-05
PP	134-26	134-26	134-26	134-21
S1	133-27	133-27	134-11	133-16
S2	133-05	133-05	134-06
S3	131-16	132-06	134-01
S4	129-27	130-17	133-19

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	146-27	144-30	137-27
R3	143-09	141-12	136-27
R2	139-23	139-23	136-17
R1	137-26	137-26	136-06	137-00
PP	136-05	136-05	136-05	135-24
S1	134-08	134-08	135-18	133-14
S2	132-19	132-19	135-07
S3	129-01	130-22	134-29
S4	125-15	127-04	133-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-04	134-05	2-31	2.2%	0-13	0.3%	12%	False	True	3
10	138-03	134-05	3-30	2.9%	0-08	0.2%	9%	False	True	7
20	138-03	126-07	11-28	8.8%	0-23	0.5%	70%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	142-27
2.618	140-05
1.618	138-16
1.000	137-15
0.618	136-27
HIGH	135-26
0.618	135-06
0.500	135-00
0.382	134-25
LOW	134-05
0.618	133-04
1.000	132-16
1.618	131-15
2.618	129-26
4.250	127-04

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	135-00	135-00
PP	134-26	134-27
S1	134-21	134-22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols