ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 139-00 138-17 -0-15 -0.3% 141-05
High 139-00 138-24 -0-08 -0.2% 141-05
Low 138-06 138-17 0-11 0.2% 138-06
Close 138-09 138-18 0-09 0.2% 138-18
Range 0-26 0-07 -0-19 -73.1% 2-31
ATR 1-06 1-05 -0-02 -4.4% 0-00
Volume 72 136 64 88.9% 274
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 139-09 139-04 138-22
R3 139-02 138-29 138-20
R2 138-27 138-27 138-19
R1 138-22 138-22 138-19 138-24
PP 138-20 138-20 138-20 138-21
S1 138-15 138-15 138-17 138-18
S2 138-13 138-13 138-17
S3 138-06 138-08 138-16
S4 137-31 138-01 138-14
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 148-07 146-11 140-06
R3 145-08 143-12 139-12
R2 142-09 142-09 139-03
R1 140-13 140-13 138-27 139-28
PP 139-10 139-10 139-10 139-01
S1 137-14 137-14 138-09 136-28
S2 136-11 136-11 138-01
S3 133-12 134-15 137-24
S4 130-13 131-16 136-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-05 138-06 2-31 2.1% 0-23 0.5% 13% False False 54
10 141-05 136-16 4-21 3.4% 0-28 0.6% 44% False False 33
20 141-05 134-05 7-00 5.1% 0-18 0.4% 63% False False 20
40 141-05 122-03 19-02 13.8% 0-19 0.4% 86% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-01
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139-22
2.618 139-10
1.618 139-03
1.000 138-31
0.618 138-28
HIGH 138-24
0.618 138-21
0.500 138-20
0.382 138-20
LOW 138-17
0.618 138-13
1.000 138-10
1.618 138-06
2.618 137-31
4.250 137-19
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 138-20 139-00
PP 138-20 138-28
S1 138-19 138-23

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

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