ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 142-03 141-31 -0-04 -0.1% 137-21
High 142-03 142-23 0-20 0.4% 139-23
Low 140-14 140-02 -0-12 -0.3% 134-22
Close 141-11 140-08 -1-03 -0.8% 136-08
Range 1-21 2-21 1-00 60.4% 5-01
ATR 2-00 2-01 0-02 2.4% 0-00
Volume 1,178 2,009 831 70.5% 3,015
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 148-31 147-09 141-23
R3 146-10 144-20 140-31
R2 143-21 143-21 140-24
R1 141-31 141-31 140-16 141-16
PP 141-00 141-00 141-00 140-25
S1 139-10 139-10 140-00 138-26
S2 138-11 138-11 139-24
S3 135-22 136-21 139-17
S4 133-01 134-00 138-25
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
5 142-23 134-22 8-01 5.7% 2-13 1.7% 69% True False 1,166
10 142-23 134-22 8-01 5.7% 2-03 1.5% 69% True False 754
20 142-23 134-22 8-01 5.7% 1-25 1.3% 69% True False 499
40 146-12 134-22 11-22 8.3% 1-19 1.1% 48% False False 307
60 146-12 132-24 13-20 9.7% 1-07 0.9% 55% False False 208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154-00
2.618 149-22
1.618 147-01
1.000 145-12
0.618 144-12
HIGH 142-23
0.618 141-23
0.500 141-12
0.382 141-02
LOW 140-02
0.618 138-13
1.000 137-13
1.618 135-24
2.618 133-03
4.250 128-25
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 141-12 140-28
PP 141-00 140-22
S1 140-20 140-15

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

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