ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 139-13 138-09 -1-04 -0.8% 142-29
High 139-13 139-23 0-10 0.2% 145-31
Low 137-20 138-01 0-13 0.3% 139-26
Close 137-31 138-31 1-00 0.7% 140-26
Range 1-25 1-22 -0-03 -5.3% 6-05
ATR 1-24 1-24 0-00 0.0% 0-00
Volume 35 172 137 391.4% 802
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 143-31 143-05 139-29
R3 142-09 141-15 139-14
R2 140-19 140-19 139-09
R1 139-25 139-25 139-04 140-06
PP 138-29 138-29 138-29 139-04
S1 138-03 138-03 138-26 138-16
S2 137-07 137-07 138-21
S3 135-17 136-13 138-16
S4 133-27 134-23 138-01
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
5 142-05 137-20 4-17 3.3% 1-17 1.1% 30% False False 131
10 145-31 137-20 8-11 6.0% 1-19 1.1% 16% False False 141
20 146-12 137-20 8-24 6.3% 1-20 1.2% 15% False False 141
40 146-12 134-05 12-07 8.8% 1-03 0.8% 39% False False 77
60 146-12 122-03 24-09 17.5% 0-30 0.7% 69% 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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-28
2.618 144-04
1.618 142-14
1.000 141-13
0.618 140-24
HIGH 139-23
0.618 139-02
0.500 138-28
0.382 138-22
LOW 138-01
0.618 137-00
1.000 136-11
1.618 135-10
2.618 133-20
4.250 130-28
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 138-30 138-28
PP 138-29 138-25
S1 138-28 138-22

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

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