ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 124-05 122-21 -1-16 -1.2% 125-01
High 124-12 122-22 -1-22 -1.4% 125-16
Low 122-22 121-29 -0-25 -0.6% 124-01
Close 122-23 122-03 -0-20 -0.5% 125-04
Range 1-22 0-25 -0-29 -53.7% 1-15
ATR 0-24 0-25 0-00 0.5% 0-00
Volume 25 99 74 296.0% 34
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 124-18 124-04 122-17
R3 123-25 123-11 122-10
R2 123-00 123-00 122-08
R1 122-18 122-18 122-05 122-12
PP 122-07 122-07 122-07 122-05
S1 121-25 121-25 122-01 121-20
S2 121-14 121-14 121-30
S3 120-21 121-00 121-28
S4 119-28 120-07 121-21
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 129-09 128-22 125-30
R3 127-26 127-07 125-17
R2 126-11 126-11 125-13
R1 125-24 125-24 125-08 126-02
PP 124-28 124-28 124-28 125-01
S1 124-09 124-09 125-00 124-18
S2 123-13 123-13 124-27
S3 121-30 122-26 124-23
S4 120-15 121-11 124-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-16 121-29 3-19 2.9% 0-27 0.7% 5% False True 29
10 125-16 121-29 3-19 2.9% 0-21 0.5% 5% False True 17
20 125-16 121-29 3-19 2.9% 0-14 0.4% 5% False True 17
40 125-16 120-21 4-27 4.0% 0-10 0.3% 30% False False 25
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 False
Stretch 0-01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-00
2.618 124-23
1.618 123-30
1.000 123-15
0.618 123-05
HIGH 122-22
0.618 122-12
0.500 122-10
0.382 122-07
LOW 121-29
0.618 121-14
1.000 121-04
1.618 120-21
2.618 119-28
4.250 118-19
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 122-10 123-17
PP 122-07 123-02
S1 122-05 122-18

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

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