ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 141-01 142-29 1-28 1.3% 143-30
High 142-18 145-12 2-26 2.0% 144-16
Low 141-01 142-27 1-26 1.3% 140-03
Close 142-04 144-28 2-24 1.9% 142-04
Range 1-17 2-17 1-00 65.3% 4-13
ATR 1-17 1-21 0-04 8.2% 0-00
Volume 78 51 -27 -34.6% 723
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 151-31 150-30 146-09
R3 149-14 148-13 145-18
R2 146-29 146-29 145-11
R1 145-28 145-28 145-03 146-12
PP 144-12 144-12 144-12 144-20
S1 143-11 143-11 144-21 143-28
S2 141-27 141-27 144-13
S3 139-10 140-26 144-06
S4 136-25 138-09 143-15
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 155-15 153-06 144-18
R3 151-02 148-25 143-11
R2 146-21 146-21 142-30
R1 144-12 144-12 142-17 143-10
PP 142-08 142-08 142-08 141-22
S1 139-31 139-31 141-23 138-29
S2 137-27 137-27 141-10
S3 133-14 135-18 140-29
S4 129-01 131-05 139-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-12 140-03 5-09 3.6% 1-20 1.1% 91% True False 115
10 146-12 140-03 6-09 4.3% 1-28 1.3% 76% False False 141
20 146-12 138-06 8-06 5.7% 1-11 0.9% 82% False False 87
40 146-12 129-00 17-12 12.0% 1-01 0.7% 91% False False 48
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 False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 156-04
2.618 152-00
1.618 149-15
1.000 147-29
0.618 146-30
HIGH 145-12
0.618 144-13
0.500 144-04
0.382 143-26
LOW 142-27
0.618 141-09
1.000 140-10
1.618 138-24
2.618 136-07
4.250 132-03
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 144-20 144-07
PP 144-12 143-19
S1 144-04 142-30

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

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