ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 142-16 141-02 -1-14 -1.0% 139-13
High 142-16 141-02 -1-14 -1.0% 146-12
Low 140-10 140-03 -0-07 -0.2% 139-13
Close 140-07 140-11 0-04 0.1% 144-09
Range 2-06 0-31 -1-07 -55.7% 6-31
ATR 1-19 1-18 -0-01 -2.8% 0-00
Volume 141 182 41 29.1% 645
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 143-13 142-27 140-28
R3 142-14 141-28 140-20
R2 141-15 141-15 140-17
R1 140-29 140-29 140-14 140-22
PP 140-16 140-16 140-16 140-13
S1 139-30 139-30 140-08 139-24
S2 139-17 139-17 140-05
S3 138-18 138-31 140-02
S4 137-19 138-00 139-26
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
5 146-12 140-03 6-09 4.5% 2-07 1.6% 4% False True 194
10 146-12 138-06 8-06 5.8% 1-21 1.2% 26% False False 137
20 146-12 135-25 10-19 7.5% 1-07 0.9% 43% False False 75
40 146-12 128-05 18-07 13.0% 0-29 0.7% 67% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 145-06
2.618 143-19
1.618 142-20
1.000 142-01
0.618 141-21
HIGH 141-02
0.618 140-22
0.500 140-18
0.382 140-15
LOW 140-03
0.618 139-16
1.000 139-04
1.618 138-17
2.618 137-18
4.250 135-31
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 140-18 142-10
PP 140-16 141-21
S1 140-14 141-00

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

View Archives - Comment on this page... - Back to Index of Symbols