ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 139-13 140-25 1-12 1.0% 141-05
High 141-03 140-29 -0-06 -0.1% 141-05
Low 139-13 140-25 1-12 1.0% 138-06
Close 141-00 140-21 -0-11 -0.2% 138-18
Range 1-22 0-04 -1-18 -92.6% 2-31
ATR 1-08 1-06 -0-02 -5.9% 0-00
Volume 9 128 119 1,322.2% 274
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 141-05 141-01 140-23
R3 141-01 140-29 140-22
R2 140-29 140-29 140-22
R1 140-25 140-25 140-21 140-25
PP 140-25 140-25 140-25 140-25
S1 140-21 140-21 140-21 140-21
S2 140-21 140-21 140-20
S3 140-17 140-17 140-20
S4 140-13 140-13 140-19
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% 0-22 0.5% 85% False False 79
10 141-05 138-06 2-31 2.1% 0-22 0.5% 83% False False 45
20 141-05 134-05 7-00 5.0% 0-21 0.5% 93% False False 25
40 141-05 122-13 18-24 13.3% 0-20 0.5% 97% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-00
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141-14
2.618 141-07
1.618 141-03
1.000 141-01
0.618 140-31
HIGH 140-29
0.618 140-27
0.500 140-27
0.382 140-27
LOW 140-25
0.618 140-23
1.000 140-21
1.618 140-19
2.618 140-15
4.250 140-08
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 140-27 140-12
PP 140-25 140-03
S1 140-23 139-26

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

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