ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	142-29	144-24	1-27	1.3%	143-30
High	145-12	145-31	0-19	0.4%	144-16
Low	142-27	144-01	1-06	0.8%	140-03
Close	144-28	144-31	0-03	0.1%	142-04
Range	2-17	1-30	-0-19	-23.5%	4-13
ATR	1-21	1-21	0-01	1.3%	0-00
Volume	51	206	155	303.9%	723

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	150-26	149-26	146-01
R3	148-28	147-28	145-16
R2	146-30	146-30	145-10
R1	145-30	145-30	145-05	146-14
PP	145-00	145-00	145-00	145-08
S1	144-00	144-00	144-25	144-16
S2	143-02	143-02	144-20
S3	141-04	142-02	144-14
S4	139-06	140-04	143-29

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	145-31	140-03	5-28	4.1%	1-18	1.1%	83%	True	False	128
10	146-12	140-03	6-09	4.3%	2-02	1.4%	78%	False	False	148
20	146-12	138-06	8-06	5.6%	1-12	0.9%	83%	False	False	97
40	146-12	132-19	13-25	9.5%	1-00	0.7%	90%	False	False	54

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	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-06
2.618	151-01
1.618	149-03
1.000	147-29
0.618	147-05
HIGH	145-31
0.618	145-07
0.500	145-00
0.382	144-25
LOW	144-01
0.618	142-27
1.000	142-03
1.618	140-29
2.618	138-31
4.250	135-26

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	145-00	144-15
PP	145-00	144-00
S1	144-31	143-16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols