ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 120-31 121-08 0-09 0.2% 119-19
High 121-11 121-23 0-12 0.3% 121-04
Low 120-22 121-08 0-18 0.5% 119-19
Close 121-05 121-21 0-16 0.4% 120-29
Range 0-21 0-15 -0-06 -28.6% 1-17
ATR 0-23 0-23 0-00 -1.6% 0-00
Volume 429 233 -196 -45.7% 3,478
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 122-30 122-25 121-29
R3 122-15 122-10 121-25
R2 122-00 122-00 121-24
R1 121-27 121-27 121-22 121-30
PP 121-17 121-17 121-17 121-19
S1 121-12 121-12 121-20 121-14
S2 121-02 121-02 121-18
S3 120-19 120-29 121-17
S4 120-04 120-14 121-13
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 125-04 124-18 121-24
R3 123-19 123-01 121-10
R2 122-02 122-02 121-06
R1 121-16 121-16 121-01 121-25
PP 120-17 120-17 120-17 120-22
S1 119-31 119-31 120-25 120-08
S2 119-00 119-00 120-20
S3 117-15 118-14 120-16
S4 115-30 116-29 120-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-23 119-28 1-27 1.5% 0-19 0.5% 97% True False 696
10 121-23 119-06 2-17 2.1% 0-18 0.5% 98% True False 489
20 121-23 116-11 5-12 4.4% 0-22 0.6% 99% True False 365
40 121-23 116-11 5-12 4.4% 0-16 0.4% 99% True False 199
60 121-23 114-00 7-23 6.3% 0-12 0.3% 99% True False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0-03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-23
2.618 122-30
1.618 122-15
1.000 122-06
0.618 122-00
HIGH 121-23
0.618 121-17
0.500 121-16
0.382 121-14
LOW 121-08
0.618 120-31
1.000 120-25
1.618 120-16
2.618 120-01
4.250 119-08
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 121-19 121-15
PP 121-17 121-09
S1 121-16 121-04

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

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