ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 124-08 125-00 0-24 0.6% 123-26
High 124-28 127-00 2-04 1.7% 127-00
Low 124-08 124-28 0-20 0.5% 123-10
Close 124-18 126-21 2-03 1.7% 126-21
Range 0-20 2-04 1-16 240.0% 3-22
ATR 0-31 1-02 0-03 10.8% 0-00
Volume 293 212 -81 -27.6% 1,891
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 132-18 131-23 127-26
R3 130-14 129-19 127-08
R2 128-10 128-10 127-01
R1 127-15 127-15 126-27 127-28
PP 126-06 126-06 126-06 126-12
S1 125-11 125-11 126-15 125-24
S2 124-02 124-02 126-09
S3 121-30 123-07 126-02
S4 119-26 121-03 125-16
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 136-23 135-12 128-22
R3 133-01 131-22 127-21
R2 129-11 129-11 127-11
R1 128-00 128-00 127-00 128-22
PP 125-21 125-21 125-21 126-00
S1 124-10 124-10 126-10 125-00
S2 121-31 121-31 125-31
S3 118-09 120-20 125-21
S4 114-19 116-30 124-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-00 123-10 3-22 2.9% 1-04 0.9% 91% True False 378
10 127-00 123-10 3-22 2.9% 1-02 0.8% 91% True False 277
20 127-00 121-01 5-31 4.7% 0-31 0.8% 94% True False 247
40 127-00 120-28 6-04 4.8% 0-24 0.6% 94% True False 132
60 127-00 120-28 6-04 4.8% 0-18 0.4% 94% True False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 136-01
2.618 132-18
1.618 130-14
1.000 129-04
0.618 128-10
HIGH 127-00
0.618 126-06
0.500 125-30
0.382 125-22
LOW 124-28
0.618 123-18
1.000 122-24
1.618 121-14
2.618 119-10
4.250 115-27
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 126-13 126-07
PP 126-06 125-25
S1 125-30 125-10

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

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