ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 124-08 124-08 0-00 0.0% 124-10
High 124-09 124-28 0-19 0.5% 125-18
Low 123-21 124-08 0-19 0.5% 123-10
Close 124-05 124-18 0-13 0.3% 124-11
Range 0-20 0-20 0-00 0.0% 2-08
ATR 1-00 0-31 -0-01 -1.9% 0-00
Volume 1,158 293 -865 -74.7% 881
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-14 126-04 124-29
R3 125-26 125-16 124-24
R2 125-06 125-06 124-22
R1 124-28 124-28 124-20 125-01
PP 124-18 124-18 124-18 124-20
S1 124-08 124-08 124-16 124-13
S2 123-30 123-30 124-14
S3 123-10 123-20 124-12
S4 122-22 123-00 124-07
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
5 124-28 123-10 1-18 1.3% 0-27 0.7% 80% True False 419
10 125-18 123-10 2-08 1.8% 0-30 0.7% 56% False False 268
20 125-29 120-28 5-01 4.0% 0-30 0.8% 73% False False 238
40 125-29 120-28 5-01 4.0% 0-22 0.6% 73% False False 127
60 125-29 120-21 5-08 4.2% 0-17 0.4% 74% False False 96
Crabel Price Patterns
NR False
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 0-07
Fibonacci Retracements and Extensions
4.250 127-17
2.618 126-16
1.618 125-28
1.000 125-16
0.618 125-08
HIGH 124-28
0.618 124-20
0.500 124-18
0.382 124-16
LOW 124-08
0.618 123-28
1.000 123-20
1.618 123-08
2.618 122-20
4.250 121-19
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 124-18 124-13
PP 124-18 124-08
S1 124-18 124-03

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

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