ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 124-10 124-01 -0-09 -0.2% 123-18
High 125-00 125-18 0-18 0.5% 125-29
Low 123-27 123-18 -0-09 -0.2% 123-18
Close 124-07 125-05 0-30 0.8% 124-18
Range 1-05 2-00 0-27 73.0% 2-11
ATR 0-30 1-01 0-02 8.0% 0-00
Volume 98 96 -2 -2.0% 1,532
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 130-24 129-31 126-08
R3 128-24 127-31 125-23
R2 126-24 126-24 125-17
R1 125-31 125-31 125-11 126-12
PP 124-24 124-24 124-24 124-31
S1 123-31 123-31 124-31 124-12
S2 122-24 122-24 124-25
S3 120-24 121-31 124-19
S4 118-24 119-31 124-02
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 131-23 130-15 125-27
R3 129-12 128-04 125-07
R2 127-01 127-01 125-00
R1 125-25 125-25 124-25 126-13
PP 124-22 124-22 124-22 125-00
S1 123-14 123-14 124-11 124-02
S2 122-11 122-11 124-04
S3 120-00 121-03 123-29
S4 117-21 118-24 123-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-18 123-18 2-00 1.6% 1-05 0.9% 80% True True 115
10 125-29 121-11 4-18 3.6% 1-03 0.9% 84% False False 228
20 125-29 120-28 5-01 4.0% 0-29 0.7% 85% False False 128
40 125-29 120-28 5-01 4.0% 0-20 0.5% 85% False False 69
60 125-29 118-14 7-15 6.0% 0-14 0.3% 90% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 134-02
2.618 130-26
1.618 128-26
1.000 127-18
0.618 126-26
HIGH 125-18
0.618 124-26
0.500 124-18
0.382 124-10
LOW 123-18
0.618 122-10
1.000 121-18
1.618 120-10
2.618 118-10
4.250 115-02
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 124-31 124-31
PP 124-24 124-24
S1 124-18 124-18

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

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