ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 135-00 136-25 1-25 1.3% 137-21
High 136-12 139-15 3-03 2.3% 139-23
Low 134-22 136-25 2-03 1.6% 134-22
Close 136-08 138-16 2-08 1.7% 136-08
Range 1-22 2-22 1-00 59.3% 5-01
ATR 1-24 1-28 0-03 5.9% 0-00
Volume 1,511 401 -1,110 -73.5% 3,015
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 146-10 145-03 139-31
R3 143-20 142-13 139-08
R2 140-30 140-30 139-00
R1 139-23 139-23 138-24 140-10
PP 138-08 138-08 138-08 138-18
S1 137-01 137-01 138-08 137-20
S2 135-18 135-18 138-00
S3 132-28 134-11 137-24
S4 130-06 131-21 137-01
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 151-31 149-05 139-01
R3 146-30 144-04 137-20
R2 141-29 141-29 137-06
R1 139-03 139-03 136-23 138-00
PP 136-28 136-28 136-28 136-11
S1 134-02 134-02 135-25 132-30
S2 131-27 131-27 135-10
S3 126-26 129-01 134-28
S4 121-25 124-00 133-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-23 134-22 5-01 3.6% 2-09 1.7% 76% False False 651
10 140-08 134-22 5-18 4.0% 1-23 1.2% 69% False False 501
20 145-31 134-22 11-09 8.1% 1-19 1.2% 34% False False 334
40 146-12 134-22 11-22 8.4% 1-15 1.1% 33% False False 210
60 146-12 129-00 17-12 12.5% 1-07 0.9% 55% False False 144
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150-28
2.618 146-16
1.618 143-26
1.000 142-05
0.618 141-04
HIGH 139-15
0.618 138-14
0.500 138-04
0.382 137-26
LOW 136-25
0.618 135-04
1.000 134-03
1.618 132-14
2.618 129-24
4.250 125-12
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 138-12 138-01
PP 138-08 137-18
S1 138-04 137-02

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

View Archives - Comment on this page... - Back to Index of Symbols