ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 120-20 119-28 -0-24 -0.6% 119-09
High 120-20 119-28 -0-24 -0.6% 121-05
Low 120-20 119-27 -0-25 -0.6% 119-09
Close 120-15 120-09 -0-06 -0.2% 120-09
Range 0-00 0-01 0-01 1-28
ATR 0-19 0-19 0-00 0.2% 0-00
Volume 6 6 0 0.0% 15
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-03 120-07 120-10
R3 120-02 120-06 120-09
R2 120-01 120-01 120-09
R1 120-05 120-05 120-09 120-03
PP 120-00 120-00 120-00 119-31
S1 120-04 120-04 120-09 120-02
S2 119-31 119-31 120-09
S3 119-30 120-03 120-09
S4 119-29 120-02 120-08
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 125-28 124-30 121-10
R3 124-00 123-02 120-26
R2 122-04 122-04 120-20
R1 121-06 121-06 120-14 121-21
PP 120-08 120-08 120-08 120-15
S1 119-10 119-10 120-04 119-25
S2 118-12 118-12 119-30
S3 116-16 117-14 119-24
S4 114-20 115-18 119-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-05 119-09 1-28 1.6% 0-01 0.0% 53% False False 3
10 121-05 116-29 4-08 3.5% 0-01 0.0% 79% False False 3
20 121-05 116-00 5-05 4.3% 0-00 0.0% 83% False False 3
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 0-00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-00
2.618 119-31
1.618 119-30
1.000 119-29
0.618 119-29
HIGH 119-28
0.618 119-28
0.500 119-28
0.382 119-27
LOW 119-27
0.618 119-26
1.000 119-26
1.618 119-25
2.618 119-24
4.250 119-23
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 120-04 120-16
PP 120-00 120-14
S1 119-28 120-11

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

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