ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 141-17 142-11 0-26 0.6% 140-18
High 142-07 143-12 1-05 0.8% 142-24
Low 141-08 141-18 0-10 0.2% 139-30
Close 141-26 143-04 1-10 0.9% 140-00
Range 0-31 1-26 0-27 87.1% 2-26
ATR 1-28 1-27 0-00 -0.2% 0-00
Volume 5,522 9,025 3,503 63.4% 9,963
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 148-04 147-14 144-04
R3 146-10 145-20 143-20
R2 144-16 144-16 143-15
R1 143-26 143-26 143-09 144-05
PP 142-22 142-22 142-22 142-28
S1 142-00 142-00 142-31 142-11
S2 140-28 140-28 142-25
S3 139-02 140-06 142-20
S4 137-08 138-12 142-04
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
5 143-12 139-24 3-20 2.5% 1-13 1.0% 93% True False 4,414
10 143-12 139-16 3-28 2.7% 1-23 1.2% 94% True False 3,116
20 143-12 134-22 8-22 6.1% 1-29 1.3% 97% True False 1,935
40 146-12 134-22 11-22 8.2% 1-24 1.2% 72% False False 1,071
60 146-12 134-05 12-07 8.5% 1-15 1.0% 73% False False 725
80 146-12 123-04 23-08 16.2% 1-08 0.9% 86% False False 546
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 0-13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 151-02
2.618 148-04
1.618 146-10
1.000 145-06
0.618 144-16
HIGH 143-12
0.618 142-22
0.500 142-15
0.382 142-08
LOW 141-18
0.618 140-14
1.000 139-24
1.618 138-20
2.618 136-26
4.250 133-28
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 142-29 142-26
PP 142-22 142-15
S1 142-15 142-04

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

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