ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 140-25 139-26 -0-31 -0.7% 140-18
High 140-31 141-19 0-20 0.4% 142-24
Low 139-30 139-24 -0-06 -0.1% 139-30
Close 140-00 141-13 1-13 1.0% 140-00
Range 1-01 1-27 0-26 78.8% 2-26
ATR 1-31 1-31 0-00 -0.5% 0-00
Volume 2,033 508 -1,525 -75.0% 9,963
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 146-14 145-25 142-13
R3 144-19 143-30 141-29
R2 142-24 142-24 141-24
R1 142-03 142-03 141-18 142-14
PP 140-29 140-29 140-29 141-03
S1 140-08 140-08 141-08 140-18
S2 139-02 139-02 141-02
S3 137-07 138-13 140-29
S4 135-12 136-18 140-13
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 149-11 147-15 141-18
R3 146-17 144-21 140-25
R2 143-23 143-23 140-16
R1 141-27 141-27 140-08 141-12
PP 140-29 140-29 140-29 140-21
S1 139-01 139-01 139-24 138-18
S2 138-03 138-03 139-16
S3 135-09 136-07 139-07
S4 132-15 133-13 138-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-24 139-24 3-00 2.1% 1-28 1.3% 55% False True 2,028
10 142-24 139-02 3-22 2.6% 2-02 1.5% 64% False False 1,555
20 142-24 134-22 8-02 5.7% 1-28 1.3% 83% False False 1,028
40 146-12 134-22 11-22 8.3% 1-25 1.3% 57% False False 591
60 146-12 134-05 12-07 8.6% 1-13 1.0% 59% False False 400
80 146-12 122-03 24-09 17.2% 1-07 0.9% 80% False False 302
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 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149-14
2.618 146-13
1.618 144-18
1.000 143-14
0.618 142-23
HIGH 141-19
0.618 140-28
0.500 140-22
0.382 140-15
LOW 139-24
0.618 138-20
1.000 137-29
1.618 136-25
2.618 134-30
4.250 131-29
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 141-05 141-10
PP 140-29 141-07
S1 140-22 141-04

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

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