ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 140-29 140-00 -0-29 -0.6% 136-25
High 141-15 142-24 1-09 0.9% 142-23
Low 139-30 139-31 0-01 0.0% 136-25
Close 140-10 142-12 2-02 1.5% 140-18
Range 1-17 2-25 1-08 81.6% 5-30
ATR 1-31 2-01 0-02 2.9% 0-00
Volume 1,862 3,219 1,357 72.9% 5,485
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 150-01 149-00 143-29
R3 147-08 146-07 143-04
R2 144-15 144-15 142-28
R1 143-14 143-14 142-20 143-30
PP 141-22 141-22 141-22 141-31
S1 140-21 140-21 142-04 141-06
S2 138-29 138-29 141-28
S3 136-04 137-28 141-20
S4 133-11 135-03 140-27
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
5 142-24 139-16 3-08 2.3% 2-04 1.5% 88% True False 1,716
10 142-24 134-22 8-02 5.7% 2-09 1.6% 95% True False 1,343
20 142-24 134-22 8-02 5.7% 1-28 1.3% 95% True False 803
40 146-12 134-22 11-22 8.2% 1-23 1.2% 66% False False 470
60 146-12 134-05 12-07 8.6% 1-10 0.9% 67% False False 317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 154-18
2.618 150-01
1.618 147-08
1.000 145-17
0.618 144-15
HIGH 142-24
0.618 141-22
0.500 141-12
0.382 141-01
LOW 139-31
0.618 138-08
1.000 137-06
1.618 135-15
2.618 132-22
4.250 128-05
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 142-01 142-01
PP 141-22 141-22
S1 141-12 141-11

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

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