ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 129-16 132-24 3-08 2.5% 125-31
High 132-24 133-24 1-00 0.8% 133-24
Low 129-11 130-16 1-05 0.9% 125-28
Close 132-05 130-27 -1-10 -1.0% 130-27
Range 3-13 3-08 -0-05 -4.6% 7-28
ATR 1-12 1-16 0-04 9.7% 0-00
Volume 2,362 2,657 295 12.5% 12,551
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 141-14 139-13 132-20
R3 138-06 136-05 131-24
R2 134-30 134-30 131-14
R1 132-29 132-29 131-05 132-10
PP 131-22 131-22 131-22 131-13
S1 129-21 129-21 130-17 129-02
S2 128-14 128-14 130-08
S3 125-06 126-13 129-30
S4 121-30 123-05 129-02
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 153-25 150-06 135-06
R3 145-29 142-10 133-00
R2 138-01 138-01 132-09
R1 134-14 134-14 131-18 136-08
PP 130-05 130-05 130-05 131-02
S1 126-18 126-18 130-04 128-12
S2 122-09 122-09 129-13
S3 114-13 118-22 128-22
S4 106-17 110-26 126-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-24 125-28 7-28 6.0% 2-13 1.8% 63% True False 2,510
10 133-24 123-10 10-14 8.0% 1-25 1.4% 72% True False 1,444
20 133-24 123-10 10-14 8.0% 1-13 1.1% 72% True False 842
40 133-24 120-28 12-28 9.8% 1-00 0.8% 77% True False 444
60 133-24 120-28 12-28 9.8% 0-24 0.6% 77% True False 303
Crabel Price Patterns
NR True
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-18
2.618 142-08
1.618 139-00
1.000 137-00
0.618 135-24
HIGH 133-24
0.618 132-16
0.500 132-04
0.382 131-24
LOW 130-16
0.618 128-16
1.000 127-08
1.618 125-08
2.618 122-00
4.250 116-22
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 132-04 131-18
PP 131-22 131-10
S1 131-09 131-02

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

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