ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 142-05 139-24 -2-13 -1.7% 142-29
High 142-05 139-24 -2-13 -1.7% 145-31
Low 139-26 138-08 -1-18 -1.1% 139-26
Close 140-26 138-04 -2-22 -1.9% 140-26
Range 2-11 1-16 -0-27 -36.0% 6-05
ATR 1-22 1-24 0-02 3.7% 0-00
Volume 124 225 101 81.5% 802
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 143-07 142-05 138-30
R3 141-23 140-21 138-17
R2 140-07 140-07 138-13
R1 139-05 139-05 138-08 138-30
PP 138-23 138-23 138-23 138-19
S1 137-21 137-21 138-00 137-14
S2 137-07 137-07 137-27
S3 135-23 136-05 137-23
S4 134-07 134-21 137-10
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 160-21 156-29 144-06
R3 154-16 150-24 142-16
R2 148-11 148-11 141-30
R1 144-19 144-19 141-12 143-12
PP 142-06 142-06 142-06 141-19
S1 138-14 138-14 140-08 137-08
S2 136-01 136-01 139-22
S3 129-28 132-09 139-04
S4 123-23 126-04 137-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-31 138-08 7-23 5.6% 1-19 1.2% -2% False True 195
10 145-31 138-08 7-23 5.6% 1-20 1.2% -2% False True 155
20 146-12 138-06 8-06 5.9% 1-17 1.1% -1% False False 132
40 146-12 133-13 12-31 9.4% 1-00 0.7% 36% False False 70
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-04
2.618 143-22
1.618 142-06
1.000 141-08
0.618 140-22
HIGH 139-24
0.618 139-06
0.500 139-00
0.382 138-26
LOW 138-08
0.618 137-10
1.000 136-24
1.618 135-26
2.618 134-10
4.250 131-28
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 139-00 140-21
PP 138-23 139-26
S1 138-13 138-31

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

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