ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 137-09 138-00 0-23 0.5% 133-13
High 137-16 138-03 0-19 0.4% 137-20
Low 137-09 138-00 0-23 0.5% 133-13
Close 137-30 137-28 -0-02 0.0% 137-30
Range 0-07 0-03 -0-04 -57.1% 4-07
ATR 1-08 1-05 -0-02 -6.2% 0-00
Volume 46 3 -43 -93.5% 63
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 138-09 138-05 137-30
R3 138-06 138-02 137-29
R2 138-03 138-03 137-29
R1 137-31 137-31 137-28 138-00
PP 138-00 138-00 138-00 138-00
S1 137-28 137-28 137-28 137-28
S2 137-29 137-29 137-27
S3 137-26 137-25 137-27
S4 137-23 137-22 137-26
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 148-31 147-22 140-08
R3 144-24 143-15 139-03
R2 140-17 140-17 138-23
R1 139-08 139-08 138-10 139-28
PP 136-10 136-10 136-10 136-21
S1 135-01 135-01 137-18 135-22
S2 132-03 132-03 137-05
S3 127-28 130-26 136-25
S4 123-21 126-19 135-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-03 134-09 3-26 2.8% 0-02 0.0% 94% True False 12
10 138-03 132-19 5-16 4.0% 0-21 0.5% 96% True False 17
20 138-03 122-13 15-22 11.4% 0-20 0.5% 99% True False 10
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 True
Stretch 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-16
2.618 138-11
1.618 138-08
1.000 138-06
0.618 138-05
HIGH 138-03
0.618 138-02
0.500 138-02
0.382 138-01
LOW 138-00
0.618 137-30
1.000 137-29
1.618 137-27
2.618 137-24
4.250 137-19
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 138-02 137-26
PP 138-00 137-24
S1 137-30 137-22

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

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