ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 143-15 144-06 0-23 0.5% 139-26
High 144-10 145-08 0-30 0.6% 143-12
Low 142-28 143-23 0-27 0.6% 139-24
Close 143-29 145-06 1-09 0.9% 142-19
Range 1-14 1-17 0-03 6.5% 3-20
ATR 1-24 1-23 0-00 -0.9% 0-00
Volume 79,296 84,143 4,847 6.1% 27,823
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 149-10 148-25 146-01
R3 147-25 147-08 145-19
R2 146-08 146-08 145-15
R1 145-23 145-23 145-10 146-00
PP 144-23 144-23 144-23 144-27
S1 144-06 144-06 145-02 144-14
S2 143-06 143-06 144-29
S3 141-21 142-21 144-25
S4 140-04 141-04 144-11
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 152-25 151-10 144-19
R3 149-05 147-22 143-19
R2 145-17 145-17 143-08
R1 144-02 144-02 142-30 144-26
PP 141-29 141-29 141-29 142-09
S1 140-14 140-14 142-08 141-06
S2 138-09 138-09 141-30
S3 134-21 136-26 141-19
S4 131-01 133-06 140-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-08 141-18 3-22 2.5% 1-13 1.0% 98% True False 39,644
10 145-08 139-24 5-16 3.8% 1-14 1.0% 99% True False 21,379
20 145-08 134-22 10-18 7.3% 1-28 1.3% 99% True False 11,361
40 145-31 134-22 11-09 7.8% 1-22 1.2% 93% False False 5,780
60 146-12 134-22 11-22 8.0% 1-17 1.0% 90% False False 3,879
80 146-12 128-05 18-07 12.5% 1-09 0.9% 93% False False 2,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151-24
2.618 149-08
1.618 147-23
1.000 146-25
0.618 146-06
HIGH 145-08
0.618 144-21
0.500 144-16
0.382 144-10
LOW 143-23
0.618 142-25
1.000 142-06
1.618 141-08
2.618 139-23
4.250 137-07
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 144-30 144-26
PP 144-23 144-14
S1 144-16 144-02

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

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