ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 142-25 145-18 2-25 1.9% 139-13
High 146-03 146-12 0-09 0.2% 146-12
Low 142-24 143-29 1-05 0.8% 139-13
Close 145-21 144-09 -1-12 -0.9% 144-09
Range 3-11 2-15 -0-28 -26.2% 6-31
ATR 1-14 1-16 0-02 5.2% 0-00
Volume 164 288 124 75.6% 645
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 152-08 150-24 145-20
R3 149-25 148-09 144-31
R2 147-10 147-10 144-23
R1 145-26 145-26 144-16 145-10
PP 144-27 144-27 144-27 144-20
S1 143-11 143-11 144-02 142-28
S2 142-12 142-12 143-27
S3 139-29 140-28 143-19
S4 137-14 138-13 142-30
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 164-08 161-08 148-04
R3 157-09 154-09 146-06
R2 150-10 150-10 145-18
R1 147-10 147-10 144-29 148-26
PP 143-11 143-11 143-11 144-04
S1 140-11 140-11 143-21 141-27
S2 136-12 136-12 143-00
S3 129-13 133-12 142-12
S4 122-14 126-13 140-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-12 139-13 6-31 4.8% 2-01 1.4% 70% True False 129
10 146-12 138-06 8-06 5.7% 1-12 1.0% 74% True False 91
20 146-12 134-05 12-07 8.5% 1-02 0.7% 83% True False 50
40 146-12 123-16 22-28 15.9% 0-27 0.6% 91% True False 30
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 0-03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156-28
2.618 152-27
1.618 150-12
1.000 148-27
0.618 147-29
HIGH 146-12
0.618 145-14
0.500 145-04
0.382 144-27
LOW 143-29
0.618 142-12
1.000 141-14
1.618 139-29
2.618 137-14
4.250 133-13
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 145-04 144-00
PP 144-27 143-22
S1 144-18 143-12

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

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