ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 138-09 138-08 -0-01 0.0% 139-24
High 139-23 138-08 -1-15 -1.1% 139-24
Low 138-01 137-09 -0-24 -0.5% 137-09
Close 138-31 137-25 -1-06 -0.9% 137-25
Range 1-22 0-31 -0-23 -42.6% 2-15
ATR 1-24 1-24 0-00 -0.2% 0-00
Volume 172 372 200 116.3% 904
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 140-22 140-06 138-10
R3 139-23 139-07 138-02
R2 138-24 138-24 137-31
R1 138-08 138-08 137-28 138-00
PP 137-25 137-25 137-25 137-21
S1 137-09 137-09 137-22 137-02
S2 136-26 136-26 137-19
S3 135-27 136-10 137-16
S4 134-28 135-11 137-08
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 145-22 144-06 139-04
R3 143-07 141-23 138-15
R2 140-24 140-24 138-07
R1 139-08 139-08 138-00 138-24
PP 138-09 138-09 138-09 138-01
S1 136-25 136-25 137-18 136-10
S2 135-26 135-26 137-11
S3 133-11 134-10 137-03
S4 130-28 131-27 136-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-24 137-09 2-15 1.8% 1-08 0.9% 20% False True 180
10 145-31 137-09 8-22 6.3% 1-17 1.1% 6% False True 170
20 146-12 137-09 9-03 6.6% 1-21 1.2% 5% False True 153
40 146-12 134-05 12-07 8.9% 1-04 0.8% 30% False False 87
60 146-12 122-03 24-09 17.6% 0-30 0.7% 65% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-12
2.618 140-25
1.618 139-26
1.000 139-07
0.618 138-27
HIGH 138-08
0.618 137-28
0.500 137-24
0.382 137-21
LOW 137-09
0.618 136-22
1.000 136-10
1.618 135-23
2.618 134-24
4.250 133-05
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 137-25 138-16
PP 137-25 138-08
S1 137-24 138-01

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

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