ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 144-24 144-08 -0-16 -0.3% 143-30
High 145-31 144-08 -1-23 -1.2% 144-16
Low 144-01 143-03 -0-30 -0.7% 140-03
Close 144-31 143-04 -1-27 -1.3% 142-04
Range 1-30 1-05 -0-25 -40.3% 4-13
ATR 1-21 1-22 0-00 0.9% 0-00
Volume 206 174 -32 -15.5% 723
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 146-31 146-06 143-24
R3 145-26 145-01 143-14
R2 144-21 144-21 143-11
R1 143-28 143-28 143-07 143-22
PP 143-16 143-16 143-16 143-12
S1 142-23 142-23 143-01 142-17
S2 142-11 142-11 142-29
S3 141-06 141-18 142-26
S4 140-01 140-13 142-16
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
5 145-31 140-16 5-15 3.8% 1-19 1.1% 48% False False 127
10 146-12 140-03 6-09 4.4% 1-29 1.3% 48% False False 160
20 146-12 138-06 8-06 5.7% 1-12 1.0% 60% False False 105
40 146-12 132-24 13-20 9.5% 0-30 0.6% 76% False False 58
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149-05
2.618 147-09
1.618 146-04
1.000 145-13
0.618 144-31
HIGH 144-08
0.618 143-26
0.500 143-22
0.382 143-17
LOW 143-03
0.618 142-12
1.000 141-30
1.618 141-07
2.618 140-02
4.250 138-06
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 143-22 144-13
PP 143-16 143-31
S1 143-10 143-18

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

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