ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 123-24 123-26 0-02 0.1% 124-10
High 124-15 124-17 0-02 0.1% 125-18
Low 123-24 123-11 -0-13 -0.3% 123-10
Close 124-11 123-17 -0-26 -0.7% 124-11
Range 0-23 1-06 0-15 65.2% 2-08
ATR 1-00 1-00 0-00 1.4% 0-00
Volume 419 43 -376 -89.7% 881
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-12 126-20 124-06
R3 126-06 125-14 123-27
R2 125-00 125-00 123-24
R1 124-08 124-08 123-20 124-01
PP 123-26 123-26 123-26 123-22
S1 123-02 123-02 123-14 122-27
S2 122-20 122-20 123-10
S3 121-14 121-28 123-07
S4 120-08 120-22 122-28
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 131-05 130-00 125-19
R3 128-29 127-24 124-31
R2 126-21 126-21 124-24
R1 125-16 125-16 124-18 126-02
PP 124-13 124-13 124-13 124-22
S1 123-08 123-08 124-04 123-26
S2 122-05 122-05 123-30
S3 119-29 121-00 123-23
S4 117-21 118-24 123-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-18 123-10 2-08 1.8% 1-01 0.8% 10% False False 165
10 125-29 123-10 2-19 2.1% 1-01 0.8% 8% False False 159
20 125-29 120-28 5-01 4.1% 1-00 0.8% 53% False False 163
40 125-29 120-28 5-01 4.1% 0-22 0.5% 53% False False 87
60 125-29 119-14 6-15 5.2% 0-15 0.4% 63% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-18
2.618 127-20
1.618 126-14
1.000 125-23
0.618 125-08
HIGH 124-17
0.618 124-02
0.500 123-30
0.382 123-26
LOW 123-11
0.618 122-20
1.000 122-05
1.618 121-14
2.618 120-08
4.250 118-10
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 123-30 123-30
PP 123-26 123-25
S1 123-21 123-21

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

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