ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 138-08 137-14 -0-26 -0.6% 139-24
High 138-08 138-31 0-23 0.5% 139-24
Low 137-09 136-27 -0-14 -0.3% 137-09
Close 137-25 139-06 1-13 1.0% 137-25
Range 0-31 2-04 1-05 119.4% 2-15
ATR 1-24 1-24 0-01 1.6% 0-00
Volume 372 25 -347 -93.3% 904
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 144-23 144-02 140-11
R3 142-19 141-30 139-25
R2 140-15 140-15 139-18
R1 139-26 139-26 139-12 140-04
PP 138-11 138-11 138-11 138-16
S1 137-22 137-22 139-00 138-00
S2 136-07 136-07 138-26
S3 134-03 135-18 138-19
S4 131-31 133-14 138-01
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 145-22 144-06 139-04
R3 143-07 141-23 138-15
R2 140-24 140-24 138-07
R1 139-08 139-08 138-00 138-24
PP 138-09 138-09 138-09 138-01
S1 136-25 136-25 137-18 136-10
S2 135-26 135-26 137-11
S3 133-11 134-10 137-03
S4 130-28 131-27 136-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-23 136-27 2-28 2.1% 1-12 1.0% 82% False True 140
10 145-31 136-27 9-04 6.6% 1-16 1.1% 26% False True 168
20 146-12 136-27 9-17 6.8% 1-22 1.2% 25% False True 154
40 146-12 134-05 12-07 8.8% 1-05 0.8% 41% False False 86
60 146-12 122-03 24-09 17.4% 1-00 0.7% 70% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 148-00
2.618 144-17
1.618 142-13
1.000 141-03
0.618 140-09
HIGH 138-31
0.618 138-05
0.500 137-29
0.382 137-21
LOW 136-27
0.618 135-17
1.000 134-23
1.618 133-13
2.618 131-09
4.250 127-26
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 138-24 138-28
PP 138-11 138-19
S1 137-29 138-09

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

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