ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 117-18 118-11 0-25 0.7% 118-26
High 118-10 118-21 0-11 0.3% 119-07
Low 117-15 118-00 0-17 0.5% 116-16
Close 118-08 118-04 -0-04 -0.1% 116-31
Range 0-27 0-21 -0-06 -22.2% 2-23
ATR 0-22 0-22 0-00 -0.4% 0-00
Volume 211 159 -52 -24.6% 1,616
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-07 119-27 118-16
R3 119-18 119-06 118-10
R2 118-29 118-29 118-08
R1 118-17 118-17 118-06 118-12
PP 118-08 118-08 118-08 118-06
S1 117-28 117-28 118-02 117-24
S2 117-19 117-19 118-00
S3 116-30 117-07 117-30
S4 116-09 116-18 117-24
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 125-23 124-02 118-15
R3 123-00 121-11 117-23
R2 120-09 120-09 117-15
R1 118-20 118-20 117-07 118-03
PP 117-18 117-18 117-18 117-10
S1 115-29 115-29 116-23 115-12
S2 114-27 114-27 116-15
S3 112-04 113-06 116-07
S4 109-13 110-15 115-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-21 116-11 2-10 2.0% 0-20 0.5% 77% True False 250
10 119-07 116-11 2-28 2.4% 0-22 0.6% 62% False False 234
20 120-20 116-11 4-09 3.6% 0-19 0.5% 42% False False 138
40 121-05 115-07 5-30 5.0% 0-10 0.3% 49% False False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-14
2.618 120-12
1.618 119-23
1.000 119-10
0.618 119-02
HIGH 118-21
0.618 118-13
0.500 118-10
0.382 118-08
LOW 118-00
0.618 117-19
1.000 117-11
1.618 116-30
2.618 116-09
4.250 115-07
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 118-10 118-03
PP 118-08 118-03
S1 118-06 118-02

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

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