ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 120-10 121-05 0-27 0.7% 122-02
High 121-13 121-21 0-08 0.2% 122-05
Low 119-20 120-22 1-02 0.9% 119-08
Close 120-31 121-06 0-07 0.2% 120-31
Range 1-25 0-31 -0-26 -45.6% 2-29
ATR 1-19 1-18 -0-01 -2.8% 0-00
Volume 331,316 208,896 -122,420 -36.9% 1,353,023
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 124-03 123-19 121-23
R3 123-04 122-20 121-15
R2 122-05 122-05 121-12
R1 121-21 121-21 121-09 121-29
PP 121-06 121-06 121-06 121-10
S1 120-22 120-22 121-03 120-30
S2 120-07 120-07 121-00
S3 119-08 119-23 120-29
S4 118-09 118-24 120-21
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 129-16 128-05 122-18
R3 126-19 125-08 121-25
R2 123-22 123-22 121-16
R1 122-11 122-11 121-08 121-18
PP 120-25 120-25 120-25 120-13
S1 119-14 119-14 120-22 118-21
S2 117-28 117-28 120-14
S3 114-31 116-17 120-05
S4 112-02 113-20 119-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-05 119-08 2-29 2.4% 1-17 1.3% 67% False False 268,329
10 122-07 119-06 3-01 2.5% 1-19 1.3% 66% False False 201,170
20 122-09 118-21 3-20 3.0% 1-18 1.3% 70% False False 206,012
40 128-06 118-21 9-17 7.9% 1-20 1.3% 27% False False 193,766
60 131-22 118-21 13-01 10.8% 1-16 1.2% 19% False False 131,028
80 134-04 118-21 15-15 12.8% 1-12 1.1% 16% False False 98,295
100 134-04 118-21 15-15 12.8% 1-04 0.9% 16% False False 78,637
Crabel Price Patterns
NR True
NR4 True
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 0-10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-25
2.618 124-06
1.618 123-07
1.000 122-20
0.618 122-08
HIGH 121-21
0.618 121-09
0.500 121-06
0.382 121-02
LOW 120-22
0.618 120-03
1.000 119-23
1.618 119-04
2.618 118-05
4.250 116-18
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 121-06 120-31
PP 121-06 120-25
S1 121-06 120-18

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

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