ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 145-18 143-30 -1-20 -1.1% 139-13
High 146-12 144-16 -1-28 -1.3% 146-12
Low 143-29 142-11 -1-18 -1.1% 139-13
Close 144-09 142-12 -1-29 -1.3% 144-09
Range 2-15 2-05 -0-10 -12.7% 6-31
ATR 1-16 1-18 0-01 3.1% 0-00
Volume 288 195 -93 -32.3% 645
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 149-17 148-04 143-18
R3 147-12 145-31 142-31
R2 145-07 145-07 142-25
R1 143-26 143-26 142-18 143-14
PP 143-02 143-02 143-02 142-28
S1 141-21 141-21 142-06 141-09
S2 140-29 140-29 141-31
S3 138-24 139-16 141-25
S4 136-19 137-11 141-06
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
5 146-12 140-13 5-31 4.2% 2-04 1.5% 33% False False 166
10 146-12 138-06 8-06 5.8% 1-15 1.0% 51% False False 110
20 146-12 134-05 12-07 8.6% 1-05 0.8% 67% False False 59
40 146-12 126-04 20-08 14.2% 0-28 0.6% 80% False False 35
Crabel Price Patterns
NR True
NR4 True
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 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153-21
2.618 150-05
1.618 148-00
1.000 146-21
0.618 145-27
HIGH 144-16
0.618 143-22
0.500 143-14
0.382 143-05
LOW 142-11
0.618 141-00
1.000 140-06
1.618 138-27
2.618 136-22
4.250 133-06
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 143-14 144-12
PP 143-02 143-22
S1 142-23 143-01

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

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