ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 137-20 135-00 -2-20 -1.9% 137-21
High 137-20 136-12 -1-08 -0.9% 139-23
Low 134-22 134-22 0-00 0.0% 134-22
Close 134-24 136-08 1-16 1.1% 136-08
Range 2-30 1-22 -1-08 -42.6% 5-01
ATR 1-24 1-24 0-00 -0.3% 0-00
Volume 1,026 1,511 485 47.3% 3,015
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 140-27 140-07 137-06
R3 139-05 138-17 136-23
R2 137-15 137-15 136-18
R1 136-27 136-27 136-13 137-05
PP 135-25 135-25 135-25 135-30
S1 135-05 135-05 136-03 135-15
S2 134-03 134-03 135-30
S3 132-13 133-15 135-25
S4 130-23 131-25 135-10
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 151-31 149-05 139-01
R3 146-30 144-04 137-20
R2 141-29 141-29 137-06
R1 139-03 139-03 136-23 138-00
PP 136-28 136-28 136-28 136-11
S1 134-02 134-02 135-25 132-30
S2 131-27 131-27 135-10
S3 126-26 129-01 134-28
S4 121-25 124-00 133-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-23 134-22 5-01 3.7% 1-29 1.4% 31% False True 603
10 140-08 134-22 5-18 4.1% 1-21 1.2% 28% False True 463
20 145-31 134-22 11-09 8.3% 1-19 1.2% 14% False True 317
40 146-12 134-22 11-22 8.6% 1-15 1.1% 13% False True 201
60 146-12 129-00 17-12 12.8% 1-06 0.9% 42% False False 137
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 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-18
2.618 140-25
1.618 139-03
1.000 138-02
0.618 137-13
HIGH 136-12
0.618 135-23
0.500 135-17
0.382 135-11
LOW 134-22
0.618 133-21
1.000 133-00
1.618 131-31
2.618 130-09
4.250 127-16
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 136-00 137-06
PP 135-25 136-28
S1 135-17 136-18

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

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