ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 141-31 140-01 -1-30 -1.4% 136-25
High 142-23 141-00 -1-23 -1.2% 142-23
Low 140-02 139-16 -0-18 -0.4% 136-25
Close 140-08 140-18 0-10 0.2% 140-18
Range 2-21 1-16 -1-05 -43.5% 5-30
ATR 2-01 2-00 -0-01 -1.9% 0-00
Volume 2,009 1,165 -844 -42.0% 5,485
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 144-27 144-07 141-12
R3 143-11 142-23 140-31
R2 141-27 141-27 140-27
R1 141-07 141-07 140-22 141-17
PP 140-11 140-11 140-11 140-16
S1 139-23 139-23 140-14 140-01
S2 138-27 138-27 140-09
S3 137-11 138-07 140-05
S4 135-27 136-23 139-24
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 157-27 155-04 143-26
R3 151-29 149-06 142-06
R2 145-31 145-31 141-21
R1 143-08 143-08 141-03 144-20
PP 140-01 140-01 140-01 140-22
S1 137-10 137-10 140-01 138-22
S2 134-03 134-03 139-15
S3 128-05 131-12 138-30
S4 122-07 125-14 137-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-23 136-25 5-30 4.2% 2-12 1.7% 64% False False 1,097
10 142-23 134-22 8-01 5.7% 2-04 1.5% 73% False False 850
20 142-23 134-22 8-01 5.7% 1-24 1.2% 73% False False 551
40 146-12 134-22 11-22 8.3% 1-20 1.2% 50% False False 336
60 146-12 133-13 12-31 9.2% 1-07 0.9% 55% False False 227
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 147-12
2.618 144-30
1.618 143-14
1.000 142-16
0.618 141-30
HIGH 141-00
0.618 140-14
0.500 140-08
0.382 140-02
LOW 139-16
0.618 138-18
1.000 138-00
1.618 137-02
2.618 135-18
4.250 133-04
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 140-15 141-04
PP 140-11 140-30
S1 140-08 140-24

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

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