ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 139-02 142-03 3-01 2.2% 137-21
High 142-14 142-03 -0-11 -0.2% 139-23
Low 139-02 140-14 1-12 1.0% 134-22
Close 141-19 141-11 -0-08 -0.2% 136-08
Range 3-12 1-21 -1-23 -50.9% 5-01
ATR 2-00 2-00 -0-01 -1.3% 0-00
Volume 732 1,178 446 60.9% 3,015
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 146-08 145-15 142-08
R3 144-19 143-26 141-26
R2 142-30 142-30 141-21
R1 142-05 142-05 141-16 141-23
PP 141-09 141-09 141-09 141-02
S1 140-16 140-16 141-06 140-02
S2 139-20 139-20 141-01
S3 137-31 138-27 140-28
S4 136-10 137-06 140-14
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
5 142-14 134-22 7-24 5.5% 2-15 1.7% 86% False False 969
10 142-14 134-22 7-24 5.5% 1-30 1.4% 86% False False 606
20 143-02 134-22 8-12 5.9% 1-22 1.2% 79% False False 411
40 146-12 134-22 11-22 8.3% 1-17 1.1% 57% False False 258
60 146-12 132-24 13-20 9.6% 1-06 0.8% 63% False False 175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149-04
2.618 146-14
1.618 144-25
1.000 143-24
0.618 143-04
HIGH 142-03
0.618 141-15
0.500 141-08
0.382 141-02
LOW 140-14
0.618 139-13
1.000 138-25
1.618 137-24
2.618 136-03
4.250 133-13
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 141-10 140-24
PP 141-09 140-06
S1 141-08 139-20

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

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