ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 124-21 125-11 0-22 0.6% 121-18
High 125-29 125-14 -0-15 -0.4% 123-17
Low 124-20 124-13 -0-07 -0.2% 121-11
Close 124-31 125-08 0-09 0.2% 123-16
Range 1-09 1-01 -0-08 -19.5% 2-06
ATR 0-30 0-30 0-00 0.8% 0-00
Volume 292 190 -102 -34.9% 602
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-04 127-23 125-26
R3 127-03 126-22 125-17
R2 126-02 126-02 125-14
R1 125-21 125-21 125-11 125-11
PP 125-01 125-01 125-01 124-28
S1 124-20 124-20 125-05 124-10
S2 124-00 124-00 125-02
S3 122-31 123-19 124-31
S4 121-30 122-18 124-22
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-11 128-20 124-22
R3 127-05 126-14 124-03
R2 124-31 124-31 123-29
R1 124-08 124-08 123-22 124-20
PP 122-25 122-25 122-25 122-31
S1 122-02 122-02 123-10 122-14
S2 120-19 120-19 123-03
S3 118-13 119-28 122-29
S4 116-07 117-22 122-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-29 121-11 4-18 3.6% 1-05 0.9% 86% False False 287
10 125-29 120-28 5-01 4.0% 0-30 0.8% 87% False False 211
20 125-29 120-28 5-01 4.0% 0-24 0.6% 87% False False 109
40 125-29 120-28 5-01 4.0% 0-16 0.4% 87% False False 61
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 129-26
2.618 128-04
1.618 127-03
1.000 126-15
0.618 126-02
HIGH 125-14
0.618 125-01
0.500 124-30
0.382 124-26
LOW 124-13
0.618 123-25
1.000 123-12
1.618 122-24
2.618 121-23
4.250 120-01
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 125-04 125-02
PP 125-01 124-29
S1 124-30 124-24

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

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