ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 140-30 141-01 0-03 0.1% 143-30
High 141-12 142-18 1-06 0.8% 144-16
Low 140-16 141-01 0-17 0.4% 140-03
Close 141-18 142-04 0-18 0.4% 142-04
Range 0-28 1-17 0-21 75.0% 4-13
ATR 1-17 1-17 0-00 0.1% 0-00
Volume 127 78 -49 -38.6% 723
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 146-16 145-27 142-31
R3 144-31 144-10 142-17
R2 143-14 143-14 142-13
R1 142-25 142-25 142-08 143-04
PP 141-29 141-29 141-29 142-02
S1 141-08 141-08 142-00 141-18
S2 140-12 140-12 141-27
S3 138-27 139-23 141-23
S4 137-10 138-06 141-09
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 155-15 153-06 144-18
R3 151-02 148-25 143-11
R2 146-21 146-21 142-30
R1 144-12 144-12 142-17 143-10
PP 142-08 142-08 142-08 141-22
S1 139-31 139-31 141-23 138-29
S2 137-27 137-27 141-10
S3 133-14 135-18 140-29
S4 129-01 131-05 139-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-16 140-03 4-13 3.1% 1-17 1.1% 46% False False 144
10 146-12 139-13 6-31 4.9% 1-25 1.3% 39% False False 136
20 146-12 136-16 9-28 6.9% 1-10 0.9% 57% False False 85
40 146-12 129-00 17-12 12.2% 0-31 0.7% 76% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149-02
2.618 146-18
1.618 145-01
1.000 144-03
0.618 143-16
HIGH 142-18
0.618 141-31
0.500 141-26
0.382 141-20
LOW 141-01
0.618 140-03
1.000 139-16
1.618 138-18
2.618 137-01
4.250 134-17
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 142-00 141-28
PP 141-29 141-19
S1 141-26 141-10

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

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