ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 134-02 133-23 -0-11 -0.3% 129-00
High 134-02 134-11 0-09 0.2% 137-01
Low 132-24 133-23 0-31 0.7% 129-00
Close 132-14 134-05 1-23 1.3% 134-05
Range 1-10 0-20 -0-22 -52.4% 8-01
ATR 1-12 1-13 0-01 2.9% 0-00
Volume 48 5 -43 -89.6% 105
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-30 135-22 134-16
R3 135-10 135-02 134-10
R2 134-22 134-22 134-09
R1 134-14 134-14 134-07 134-18
PP 134-02 134-02 134-02 134-04
S1 133-26 133-26 134-03 133-30
S2 133-14 133-14 134-01
S3 132-26 133-06 134-00
S4 132-06 132-18 133-26
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 157-16 153-27 138-18
R3 149-15 145-26 136-12
R2 141-14 141-14 135-20
R1 137-25 137-25 134-29 139-20
PP 133-13 133-13 133-13 134-10
S1 129-24 129-24 133-13 131-18
S2 125-12 125-12 132-22
S3 117-11 121-23 131-30
S4 109-10 113-22 129-24
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 6.0% 1-27 1.4% 64% False False 21
10 137-01 126-04 10-29 8.1% 1-06 0.9% 74% False False 12
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 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-00
2.618 135-31
1.618 135-11
1.000 134-31
0.618 134-23
HIGH 134-11
0.618 134-03
0.500 134-01
0.382 133-31
LOW 133-23
0.618 133-11
1.000 133-03
1.618 132-23
2.618 132-03
4.250 131-02
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 134-04 134-05
PP 134-02 134-05
S1 134-01 134-04

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

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