ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 140-25 140-16 -0-09 -0.2% 141-05
High 140-29 142-29 2-00 1.4% 141-05
Low 140-25 140-13 -0-12 -0.3% 138-06
Close 140-21 142-17 1-28 1.3% 138-18
Range 0-04 2-16 2-12 1,900.0% 2-31
ATR 1-06 1-09 0-03 8.1% 0-00
Volume 128 56 -72 -56.3% 274
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 149-14 148-16 143-29
R3 146-30 146-00 143-07
R2 144-14 144-14 143-00
R1 143-16 143-16 142-24 143-31
PP 141-30 141-30 141-30 142-06
S1 141-00 141-00 142-10 141-15
S2 139-14 139-14 142-02
S3 136-30 138-16 141-27
S4 134-14 136-00 141-05
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
5 142-29 138-06 4-23 3.3% 1-02 0.7% 92% True False 80
10 142-29 138-06 4-23 3.3% 0-27 0.6% 92% True False 49
20 142-29 134-05 8-24 6.1% 0-25 0.5% 96% True False 27
40 142-29 122-13 20-16 14.4% 0-22 0.5% 98% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 153-17
2.618 149-14
1.618 146-30
1.000 145-13
0.618 144-14
HIGH 142-29
0.618 141-30
0.500 141-21
0.382 141-12
LOW 140-13
0.618 138-28
1.000 137-29
1.618 136-12
2.618 133-28
4.250 129-25
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 142-08 142-02
PP 141-30 141-20
S1 141-21 141-05

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

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