ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 135-25 136-11 0-18 0.4% 138-00
High 135-25 136-11 0-18 0.4% 138-03
Low 135-25 136-11 0-18 0.4% 134-17
Close 134-31 136-11 1-12 1.0% 135-28
Range
ATR 1-06 1-06 0-00 1.2% 0-00
Volume 5 8 3 60.0% 15
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 136-11 136-11 136-11
R3 136-11 136-11 136-11
R2 136-11 136-11 136-11
R1 136-11 136-11 136-11 136-11
PP 136-11 136-11 136-11 136-11
S1 136-11 136-11 136-11 136-11
S2 136-11 136-11 136-11
S3 136-11 136-11 136-11
S4 136-11 136-11 136-11
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
5 136-11 134-05 2-06 1.6% 0-14 0.3% 100% True False 4
10 138-03 134-05 3-30 2.9% 0-09 0.2% 56% False False 8
20 138-03 129-00 9-03 6.7% 0-19 0.4% 81% False False 10
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Fibonacci Retracements and Extensions
4.250 136-11
2.618 136-11
1.618 136-11
1.000 136-11
0.618 136-11
HIGH 136-11
0.618 136-11
0.500 136-11
0.382 136-11
LOW 136-11
0.618 136-11
1.000 136-11
1.618 136-11
2.618 136-11
4.250 136-11
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 136-11 136-08
PP 136-11 136-05
S1 136-11 136-02

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

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