ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 133-09 135-17 2-08 1.7% 126-04
High 137-01 135-17 -1-16 -1.1% 131-15
Low 132-19 135-17 2-30 2.2% 126-04
Close 134-14 135-17 1-03 0.8% 129-13
Range 4-14 0-00 -4-14 -100.0% 5-11
ATR 1-08 1-08 0-00 -1.0% 0-00
Volume 3 48 45 1,500.0% 24
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-17 135-17 135-17
R3 135-17 135-17 135-17
R2 135-17 135-17 135-17
R1 135-17 135-17 135-17 135-17
PP 135-17 135-17 135-17 135-17
S1 135-17 135-17 135-17 135-17
S2 135-17 135-17 135-17
S3 135-17 135-17 135-17
S4 135-17 135-17 135-17
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 145-01 142-18 132-11
R3 139-22 137-07 130-28
R2 134-11 134-11 130-12
R1 131-28 131-28 129-29 133-04
PP 129-00 129-00 129-00 129-20
S1 126-17 126-17 128-29 127-24
S2 123-21 123-21 128-14
S3 118-10 121-06 127-30
S4 112-31 115-27 126-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-01 129-00 8-01 5.9% 1-15 1.1% 81% False False 12
10 137-01 123-04 13-29 10.3% 1-01 0.8% 89% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-17
2.618 135-17
1.618 135-17
1.000 135-17
0.618 135-17
HIGH 135-17
0.618 135-17
0.500 135-17
0.382 135-17
LOW 135-17
0.618 135-17
1.000 135-17
1.618 135-17
2.618 135-17
4.250 135-17
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 135-17 134-22
PP 135-17 133-27
S1 135-17 133-00

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

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