ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 142-11 143-05 0-26 0.6% 139-26
High 143-12 143-08 -0-04 -0.1% 143-12
Low 141-18 141-29 0-11 0.2% 139-24
Close 143-04 142-19 -0-17 -0.4% 142-19
Range 1-26 1-11 -0-15 -25.9% 3-20
ATR 1-27 1-26 -0-01 -2.0% 0-00
Volume 9,025 7,785 -1,240 -13.7% 27,823
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 146-20 145-30 143-11
R3 145-09 144-19 142-31
R2 143-30 143-30 142-27
R1 143-08 143-08 142-23 142-30
PP 142-19 142-19 142-19 142-13
S1 141-29 141-29 142-15 141-18
S2 141-08 141-08 142-11
S3 139-29 140-18 142-07
S4 138-18 139-07 141-27
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 152-25 151-10 144-19
R3 149-05 147-22 143-19
R2 145-17 145-17 143-08
R1 144-02 144-02 142-30 144-26
PP 141-29 141-29 141-29 142-09
S1 140-14 140-14 142-08 141-06
S2 138-09 138-09 141-30
S3 134-21 136-26 141-19
S4 131-01 133-06 140-19
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% 1-15 1.0% 78% False False 5,564
10 143-12 139-24 3-20 2.5% 1-22 1.2% 78% False False 3,778
20 143-12 134-22 8-22 6.1% 1-29 1.3% 91% False False 2,314
40 145-31 134-22 11-09 7.9% 1-23 1.2% 70% False False 1,258
60 146-12 134-05 12-07 8.6% 1-16 1.0% 69% False False 855
80 146-12 123-16 22-28 16.0% 1-09 0.9% 83% False False 644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-31
2.618 146-25
1.618 145-14
1.000 144-19
0.618 144-03
HIGH 143-08
0.618 142-24
0.500 142-18
0.382 142-13
LOW 141-29
0.618 141-02
1.000 140-18
1.618 139-23
2.618 138-12
4.250 136-06
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 142-19 142-16
PP 142-19 142-13
S1 142-18 142-10

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

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