ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 136-17 140-05 3-20 2.7% 135-26
High 138-30 140-31 2-01 1.5% 138-30
Low 136-16 139-29 3-13 2.5% 134-05
Close 139-11 139-26 0-15 0.3% 139-11
Range 2-14 1-02 -1-12 -56.4% 4-25
ATR 1-09 1-10 0-01 1.9% 0-00
Volume 8 11 3 37.5% 27
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 143-13 142-22 140-13
R3 142-11 141-20 140-03
R2 141-09 141-09 140-00
R1 140-18 140-18 139-29 140-12
PP 140-07 140-07 140-07 140-05
S1 139-16 139-16 139-23 139-10
S2 139-05 139-05 139-20
S3 138-03 138-14 139-17
S4 137-01 137-12 139-07
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 151-26 150-12 141-31
R3 147-01 145-19 140-21
R2 142-08 142-08 140-07
R1 140-26 140-26 139-25 141-17
PP 137-15 137-15 137-15 137-27
S1 136-01 136-01 138-29 136-24
S2 132-22 132-22 138-15
S3 127-29 131-08 138-01
S4 123-04 126-15 136-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-31 135-25 5-06 3.7% 0-25 0.6% 78% True False 7
10 140-31 134-05 6-26 4.9% 0-19 0.4% 83% True False 5
20 140-31 132-19 8-12 6.0% 0-20 0.5% 86% True False 11
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 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-16
2.618 143-24
1.618 142-22
1.000 142-01
0.618 141-20
HIGH 140-31
0.618 140-18
0.500 140-14
0.382 140-10
LOW 139-29
0.618 139-08
1.000 138-27
1.618 138-06
2.618 137-04
4.250 135-12
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 140-14 139-14
PP 140-07 139-01
S1 140-01 138-21

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

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