ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 138-25 138-24 -0-01 0.0% 139-24
High 139-05 139-09 0-04 0.1% 139-24
Low 138-04 138-07 0-03 0.1% 137-09
Close 138-30 138-16 -0-14 -0.3% 137-25
Range 1-01 1-02 0-01 3.0% 2-15
ATR 1-23 1-21 -0-01 -2.7% 0-00
Volume 701 522 -179 -25.5% 904
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 141-27 141-08 139-03
R3 140-25 140-06 138-25
R2 139-23 139-23 138-22
R1 139-04 139-04 138-19 138-28
PP 138-21 138-21 138-21 138-18
S1 138-02 138-02 138-13 137-26
S2 137-19 137-19 138-10
S3 136-17 137-00 138-07
S4 135-15 135-30 137-29
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
5 140-08 136-27 3-13 2.5% 1-13 1.0% 49% False False 356
10 142-05 136-27 5-10 3.8% 1-15 1.1% 31% False False 243
20 146-12 136-27 9-17 6.9% 1-18 1.1% 17% False False 206
40 146-12 134-05 12-07 8.8% 1-08 0.9% 36% False False 121
60 146-12 123-04 23-08 16.8% 1-02 0.8% 66% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-26
2.618 142-02
1.618 141-00
1.000 140-11
0.618 139-30
HIGH 139-09
0.618 138-28
0.500 138-24
0.382 138-20
LOW 138-07
0.618 137-18
1.000 137-05
1.618 136-16
2.618 135-14
4.250 133-22
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 138-24 139-06
PP 138-21 138-31
S1 138-19 138-23

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

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