ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 127-20 129-17 1-29 1.5% 123-26
High 129-22 130-25 1-03 0.8% 127-00
Low 127-20 129-11 1-23 1.3% 123-10
Close 129-16 129-29 0-13 0.3% 126-21
Range 2-02 1-14 -0-20 -30.3% 3-22
ATR 1-07 1-07 0-01 1.4% 0-00
Volume 1,158 5,116 3,958 341.8% 1,891
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 134-10 133-18 130-22
R3 132-28 132-04 130-10
R2 131-14 131-14 130-05
R1 130-22 130-22 130-01 131-02
PP 130-00 130-00 130-00 130-06
S1 129-08 129-08 129-25 129-20
S2 128-18 128-18 129-21
S3 127-04 127-26 129-16
S4 125-22 126-12 129-04
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
5 130-25 124-08 6-17 5.0% 1-20 1.3% 87% True False 1,607
10 130-25 123-10 7-15 5.7% 1-07 0.9% 88% True False 991
20 130-25 121-11 9-14 7.3% 1-06 0.9% 91% True False 596
40 130-25 120-28 9-29 7.6% 0-27 0.6% 91% True False 318
60 130-25 120-28 9-29 7.6% 0-20 0.5% 91% True False 222
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 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-28
2.618 134-17
1.618 133-03
1.000 132-07
0.618 131-21
HIGH 130-25
0.618 130-07
0.500 130-02
0.382 129-29
LOW 129-11
0.618 128-15
1.000 127-29
1.618 127-01
2.618 125-19
4.250 123-08
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 130-02 129-12
PP 130-00 128-27
S1 129-31 128-10

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

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