ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 138-17 139-13 0-28 0.6% 141-05
High 138-24 141-03 2-11 1.7% 141-05
Low 138-17 139-13 0-28 0.6% 138-06
Close 138-18 141-00 2-14 1.8% 138-18
Range 0-07 1-22 1-15 671.4% 2-31
ATR 1-05 1-08 0-03 8.6% 0-00
Volume 136 9 -127 -93.4% 274
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 145-18 144-31 141-30
R3 143-28 143-09 141-15
R2 142-06 142-06 141-10
R1 141-19 141-19 141-05 141-28
PP 140-16 140-16 140-16 140-21
S1 139-29 139-29 140-27 140-06
S2 138-26 138-26 140-22
S3 137-04 138-07 140-17
S4 135-14 136-17 140-02
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
5 141-03 138-06 2-29 2.1% 0-27 0.6% 97% True False 53
10 141-05 138-06 2-31 2.1% 0-25 0.6% 95% False False 33
20 141-05 134-05 7-00 5.0% 0-21 0.5% 98% False False 18
40 141-05 122-03 19-02 13.5% 0-20 0.5% 99% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 148-08
2.618 145-16
1.618 143-26
1.000 142-25
0.618 142-04
HIGH 141-03
0.618 140-14
0.500 140-08
0.382 140-02
LOW 139-13
0.618 138-12
1.000 137-23
1.618 136-22
2.618 135-00
4.250 132-08
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 140-24 140-18
PP 140-16 140-03
S1 140-08 139-20

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

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