ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 139-24 139-10 -0-14 -0.3% 142-29
High 139-24 139-21 -0-03 -0.1% 145-31
Low 138-08 139-10 1-02 0.8% 139-26
Close 138-04 139-11 1-07 0.9% 140-26
Range 1-16 0-11 -1-05 -77.1% 6-05
ATR 1-24 1-24 -0-01 -0.9% 0-00
Volume 225 100 -125 -55.6% 802
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 140-15 140-08 139-17
R3 140-04 139-29 139-14
R2 139-25 139-25 139-13
R1 139-18 139-18 139-12 139-22
PP 139-14 139-14 139-14 139-16
S1 139-07 139-07 139-10 139-10
S2 139-03 139-03 139-09
S3 138-24 138-28 139-08
S4 138-13 138-17 139-05
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
5 144-08 138-08 6-00 4.3% 1-09 0.9% 18% False False 174
10 145-31 138-08 7-23 5.5% 1-14 1.0% 14% False False 151
20 146-12 138-06 8-06 5.9% 1-16 1.1% 14% False False 137
40 146-12 134-05 12-07 8.8% 1-00 0.7% 42% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 141-04
2.618 140-18
1.618 140-07
1.000 140-00
0.618 139-28
HIGH 139-21
0.618 139-17
0.500 139-16
0.382 139-14
LOW 139-10
0.618 139-03
1.000 138-31
1.618 138-24
2.618 138-13
4.250 137-27
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 139-16 140-06
PP 139-14 139-29
S1 139-12 139-20

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

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