ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 136-25 138-01 1-08 0.9% 131-22
High 138-04 141-06 3-02 2.2% 139-27
Low 136-10 137-26 1-16 1.1% 131-11
Close 137-30 139-20 1-22 1.2% 136-30
Range 1-26 3-12 1-18 86.2% 8-16
ATR 2-07 2-10 0-03 3.7% 0-00
Volume 293,752 477,683 183,931 62.6% 2,577,190
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 149-21 148-01 141-15
R3 146-09 144-21 140-18
R2 142-29 142-29 140-08
R1 141-09 141-09 139-30 142-03
PP 139-17 139-17 139-17 139-30
S1 137-29 137-29 139-10 138-23
S2 136-05 136-05 139-00
S3 132-25 134-17 138-22
S4 129-13 131-05 137-25
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 161-17 157-24 141-20
R3 153-01 149-08 139-09
R2 144-17 144-17 138-16
R1 140-24 140-24 137-23 142-20
PP 136-01 136-01 136-01 137-00
S1 132-08 132-08 136-05 134-04
S2 127-17 127-17 135-12
S3 119-01 123-24 134-19
S4 110-17 115-08 132-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-06 135-11 5-27 4.2% 2-00 1.4% 73% True False 323,505
10 141-06 131-11 9-27 7.1% 3-02 2.2% 84% True False 448,265
20 141-06 124-22 16-16 11.8% 2-14 1.7% 91% True False 407,305
40 141-06 122-05 19-01 13.6% 1-28 1.3% 92% True False 372,614
60 141-06 122-05 19-01 13.6% 1-21 1.2% 92% True False 359,785
80 141-06 119-28 21-10 15.3% 1-14 1.0% 93% True False 272,954
100 141-06 116-11 24-27 17.8% 1-10 0.9% 94% True False 218,407
120 141-06 116-11 24-27 17.8% 1-03 0.8% 94% True False 182,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 155-17
2.618 150-01
1.618 146-21
1.000 144-18
0.618 143-09
HIGH 141-06
0.618 139-29
0.500 139-16
0.382 139-03
LOW 137-26
0.618 135-23
1.000 134-14
1.618 132-11
2.618 128-31
4.250 123-15
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 139-19 139-06
PP 139-17 138-25
S1 139-16 138-11

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

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