ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 119-19 120-02 0-15 0.4% 119-08
High 120-02 120-22 0-20 0.5% 119-31
Low 119-19 120-02 0-15 0.4% 118-15
Close 120-00 120-21 0-21 0.5% 119-17
Range 0-15 0-20 0-05 33.3% 1-16
ATR 0-23 0-23 0-00 -0.4% 0-00
Volume 238 421 183 76.9% 1,007
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-11 122-04 121-00
R3 121-23 121-16 120-26
R2 121-03 121-03 120-25
R1 120-28 120-28 120-23 121-00
PP 120-15 120-15 120-15 120-17
S1 120-08 120-08 120-19 120-12
S2 119-27 119-27 120-17
S3 119-07 119-20 120-16
S4 118-19 119-00 120-10
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 123-26 123-06 120-11
R3 122-10 121-22 119-30
R2 120-26 120-26 119-26
R1 120-06 120-06 119-21 120-16
PP 119-10 119-10 119-10 119-16
S1 118-22 118-22 119-13 119-00
S2 117-26 117-26 119-08
S3 116-10 117-06 119-04
S4 114-26 115-22 118-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-22 119-06 1-16 1.2% 0-18 0.5% 98% True False 282
10 120-22 117-15 3-07 2.7% 0-23 0.6% 99% True False 230
20 120-22 116-11 4-11 3.6% 0-23 0.6% 99% True False 221
40 121-05 116-11 4-26 4.0% 0-14 0.4% 90% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-11
2.618 122-10
1.618 121-22
1.000 121-10
0.618 121-02
HIGH 120-22
0.618 120-14
0.500 120-12
0.382 120-10
LOW 120-02
0.618 119-22
1.000 119-14
1.618 119-02
2.618 118-14
4.250 117-13
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 120-18 120-15
PP 120-15 120-09
S1 120-12 120-03

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

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