ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 137-21 137-20 -0-01 0.0% 137-14
High 138-13 139-17 1-04 0.8% 140-08
Low 137-20 137-00 -0-20 -0.5% 136-27
Close 137-17 139-18 2-01 1.5% 137-31
Range 0-25 2-17 1-24 224.0% 3-13
ATR 1-18 1-20 0-02 4.5% 0-00
Volume 157 109 -48 -30.6% 1,622
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 146-09 145-15 140-31
R3 143-24 142-30 140-08
R2 141-07 141-07 140-01
R1 140-13 140-13 139-25 140-26
PP 138-22 138-22 138-22 138-29
S1 137-28 137-28 139-11 138-09
S2 136-05 136-05 139-03
S3 133-20 135-11 138-28
S4 131-03 132-26 138-05
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
5 139-17 137-00 2-17 1.8% 1-09 0.9% 101% True True 340
10 140-08 136-27 3-13 2.4% 1-15 1.1% 80% False False 246
20 145-31 136-27 9-04 6.5% 1-14 1.0% 30% False False 199
40 146-12 135-25 10-19 7.6% 1-10 0.9% 36% False False 132
60 146-12 126-07 20-05 14.4% 1-04 0.8% 66% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 150-09
2.618 146-05
1.618 143-20
1.000 142-02
0.618 141-03
HIGH 139-17
0.618 138-18
0.500 138-08
0.382 137-31
LOW 137-00
0.618 135-14
1.000 134-15
1.618 132-29
2.618 130-12
4.250 126-08
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 139-04 139-04
PP 138-22 138-22
S1 138-08 138-08

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

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