ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 137-20 139-22 2-02 1.5% 137-14
High 139-17 139-23 0-06 0.1% 140-08
Low 137-00 138-04 1-04 0.8% 136-27
Close 139-18 138-08 -1-10 -0.9% 137-31
Range 2-17 1-19 -0-30 -37.0% 3-13
ATR 1-20 1-20 0-00 -0.1% 0-00
Volume 109 212 103 94.5% 1,622
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 143-15 142-15 139-04
R3 141-28 140-28 138-22
R2 140-09 140-09 138-17
R1 139-09 139-09 138-13 139-00
PP 138-22 138-22 138-22 138-18
S1 137-22 137-22 138-03 137-12
S2 137-03 137-03 137-31
S3 135-16 136-03 137-26
S4 133-29 134-16 137-12
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
5 139-23 137-00 2-23 2.0% 1-12 1.0% 46% True False 242
10 140-08 136-27 3-13 2.5% 1-15 1.1% 41% False False 264
20 145-31 136-27 9-04 6.6% 1-15 1.1% 15% False False 200
40 146-12 135-25 10-19 7.7% 1-11 1.0% 23% False False 138
60 146-12 128-05 18-07 13.2% 1-03 0.8% 55% False False 95
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 True
Stretch 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-16
2.618 143-29
1.618 142-10
1.000 141-10
0.618 140-23
HIGH 139-23
0.618 139-04
0.500 138-30
0.382 138-23
LOW 138-04
0.618 137-04
1.000 136-17
1.618 135-17
2.618 133-30
4.250 131-11
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 138-30 138-12
PP 138-22 138-10
S1 138-15 138-09

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

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