ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 143-03 143-15 0-12 0.3% 142-31
High 143-31 143-25 -0-06 -0.1% 145-08
Low 141-17 142-09 0-24 0.5% 142-28
Close 143-27 143-04 -0-23 -0.5% 143-21
Range 2-14 1-16 -0-30 -38.5% 2-12
ATR 1-25 1-24 0-00 -0.9% 0-00
Volume 171,252 400,209 228,957 133.7% 329,939
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 147-18 146-27 143-30
R3 146-02 145-11 143-17
R2 144-18 144-18 143-13
R1 143-27 143-27 143-08 143-14
PP 143-02 143-02 143-02 142-28
S1 142-11 142-11 143-00 141-30
S2 141-18 141-18 142-27
S3 140-02 140-27 142-23
S4 138-18 139-11 142-10
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 151-02 149-23 144-31
R3 148-22 147-11 144-10
R2 146-10 146-10 144-03
R1 144-31 144-31 143-28 145-20
PP 143-30 143-30 143-30 144-08
S1 142-19 142-19 143-14 143-08
S2 141-18 141-18 143-07
S3 139-06 140-07 143-00
S4 136-26 137-27 142-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-08 141-17 3-23 2.6% 1-21 1.2% 43% False False 176,685
10 145-08 140-29 4-11 3.0% 1-15 1.0% 51% False False 92,871
20 145-08 139-02 6-06 4.3% 1-24 1.2% 66% False False 47,213
40 145-31 134-22 11-09 7.9% 1-22 1.2% 75% False False 23,774
60 146-12 134-22 11-22 8.2% 1-18 1.1% 72% False False 15,878
80 146-12 129-00 17-12 12.1% 1-11 0.9% 81% False False 11,911
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
4.250 150-05
2.618 147-23
1.618 146-07
1.000 145-09
0.618 144-23
HIGH 143-25
0.618 143-07
0.500 143-01
0.382 142-27
LOW 142-09
0.618 141-11
1.000 140-25
1.618 139-27
2.618 138-11
4.250 135-29
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 143-03 143-08
PP 143-02 143-07
S1 143-01 143-06

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

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