ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 143-30 142-16 -1-14 -1.0% 139-13
High 144-16 142-16 -2-00 -1.4% 146-12
Low 142-11 140-10 -2-01 -1.4% 139-13
Close 142-12 140-07 -2-05 -1.5% 144-09
Range 2-05 2-06 0-01 1.4% 6-31
ATR 1-18 1-19 0-01 2.9% 0-00
Volume 195 141 -54 -27.7% 645
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 147-18 146-03 141-14
R3 145-12 143-29 140-26
R2 143-06 143-06 140-20
R1 141-23 141-23 140-13 141-12
PP 141-00 141-00 141-00 140-27
S1 139-17 139-17 140-01 139-06
S2 138-26 138-26 139-26
S3 136-20 137-11 139-20
S4 134-14 135-05 139-00
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 164-08 161-08 148-04
R3 157-09 154-09 146-06
R2 150-10 150-10 145-18
R1 147-10 147-10 144-29 148-26
PP 143-11 143-11 143-11 144-04
S1 140-11 140-11 143-21 141-27
S2 136-12 136-12 143-00
S3 129-13 133-12 142-12
S4 122-14 126-13 140-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-12 140-10 6-02 4.3% 2-17 1.8% -2% False True 168
10 146-12 138-06 8-06 5.8% 1-19 1.1% 25% False False 123
20 146-12 135-25 10-19 7.6% 1-06 0.8% 42% False False 66
40 146-12 126-07 20-05 14.4% 0-30 0.7% 69% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-26
2.618 148-07
1.618 146-01
1.000 144-22
0.618 143-27
HIGH 142-16
0.618 141-21
0.500 141-13
0.382 141-05
LOW 140-10
0.618 138-31
1.000 138-04
1.618 136-25
2.618 134-19
4.250 131-00
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 141-13 143-11
PP 141-00 142-10
S1 140-20 141-08

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

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