ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 140-01 140-18 0-17 0.4% 136-25
High 141-00 142-01 1-01 0.7% 142-23
Low 139-16 139-30 0-14 0.3% 136-25
Close 140-18 141-20 1-02 0.8% 140-18
Range 1-16 2-03 0-19 39.6% 5-30
ATR 2-00 2-00 0-00 0.4% 0-00
Volume 1,165 328 -837 -71.8% 5,485
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 147-15 146-21 142-25
R3 145-12 144-18 142-06
R2 143-09 143-09 142-00
R1 142-15 142-15 141-26 142-28
PP 141-06 141-06 141-06 141-13
S1 140-12 140-12 141-14 140-25
S2 139-03 139-03 141-08
S3 137-00 138-09 141-02
S4 134-29 136-06 140-15
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 157-27 155-04 143-26
R3 151-29 149-06 142-06
R2 145-31 145-31 141-21
R1 143-08 143-08 141-03 144-20
PP 140-01 140-01 140-01 140-22
S1 137-10 137-10 140-01 138-22
S2 134-03 134-03 139-15
S3 128-05 131-12 138-30
S4 122-07 125-14 137-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-23 139-02 3-21 2.6% 2-08 1.6% 70% False False 1,082
10 142-23 134-22 8-01 5.7% 2-09 1.6% 86% False False 867
20 142-23 134-22 8-01 5.7% 1-24 1.2% 86% False False 556
40 146-12 134-22 11-22 8.3% 1-21 1.2% 59% False False 344
60 146-12 133-13 12-31 9.2% 1-08 0.9% 63% False False 232
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150-30
2.618 147-16
1.618 145-13
1.000 144-04
0.618 143-10
HIGH 142-01
0.618 141-07
0.500 141-00
0.382 140-24
LOW 139-30
0.618 138-21
1.000 137-27
1.618 136-18
2.618 134-15
4.250 131-01
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 141-13 141-14
PP 141-06 141-09
S1 141-00 141-04

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

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