ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 141-02 140-30 -0-04 -0.1% 139-13
High 141-02 141-12 0-10 0.2% 146-12
Low 140-03 140-16 0-13 0.3% 139-13
Close 140-11 141-18 1-07 0.9% 144-09
Range 0-31 0-28 -0-03 -9.7% 6-31
ATR 1-18 1-17 -0-01 -2.4% 0-00
Volume 182 127 -55 -30.2% 645
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 143-25 143-17 142-01
R3 142-29 142-21 141-26
R2 142-01 142-01 141-23
R1 141-25 141-25 141-21 141-29
PP 141-05 141-05 141-05 141-06
S1 140-29 140-29 141-15 141-01
S2 140-09 140-09 141-13
S3 139-13 140-01 141-10
S4 138-17 139-05 141-03
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
5 146-12 140-03 6-09 4.4% 1-23 1.2% 23% False False 186
10 146-12 138-17 7-27 5.5% 1-21 1.2% 39% False False 142
20 146-12 136-11 10-01 7.1% 1-08 0.9% 52% False False 81
40 146-12 129-00 17-12 12.3% 0-30 0.7% 72% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145-03
2.618 143-21
1.618 142-25
1.000 142-08
0.618 141-29
HIGH 141-12
0.618 141-01
0.500 140-30
0.382 140-27
LOW 140-16
0.618 139-31
1.000 139-20
1.618 139-03
2.618 138-07
4.250 136-25
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 141-11 141-15
PP 141-05 141-12
S1 140-30 141-10

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

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