ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 138-24 138-11 -0-13 -0.3% 137-14
High 139-09 138-20 -0-21 -0.5% 140-08
Low 138-07 137-22 -0-17 -0.4% 136-27
Close 138-16 137-31 -0-17 -0.4% 137-31
Range 1-02 0-30 -0-04 -11.8% 3-13
ATR 1-21 1-20 -0-02 -3.1% 0-00
Volume 522 214 -308 -59.0% 1,622
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 140-29 140-12 138-16
R3 139-31 139-14 138-07
R2 139-01 139-01 138-04
R1 138-16 138-16 138-02 138-10
PP 138-03 138-03 138-03 138-00
S1 137-18 137-18 137-28 137-12
S2 137-05 137-05 137-26
S3 136-07 136-20 137-23
S4 135-09 135-22 137-14
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 148-18 146-22 139-27
R3 145-05 143-09 138-29
R2 141-24 141-24 138-19
R1 139-28 139-28 138-09 140-26
PP 138-11 138-11 138-11 138-26
S1 136-15 136-15 137-21 137-13
S2 134-30 134-30 137-11
S3 131-17 133-02 137-01
S4 128-04 129-21 136-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-08 136-27 3-13 2.5% 1-13 1.0% 33% False False 324
10 140-08 136-27 3-13 2.5% 1-10 1.0% 33% False False 252
20 145-31 136-27 9-04 6.6% 1-16 1.1% 12% False False 202
40 146-12 134-05 12-07 8.9% 1-09 0.9% 31% False False 126
60 146-12 123-16 22-28 16.6% 1-02 0.8% 63% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142-20
2.618 141-03
1.618 140-05
1.000 139-18
0.618 139-07
HIGH 138-20
0.618 138-09
0.500 138-05
0.382 138-01
LOW 137-22
0.618 137-03
1.000 136-24
1.618 136-05
2.618 135-07
4.250 133-22
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 138-05 138-16
PP 138-03 138-10
S1 138-01 138-04

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

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