ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 120-18 121-12 0-26 0.7% 121-05
High 121-24 122-02 0-10 0.3% 122-02
Low 120-08 120-28 0-20 0.5% 120-01
Close 121-15 120-29 -0-18 -0.5% 120-29
Range 1-16 1-06 -0-10 -20.8% 2-01
ATR 1-16 1-15 -0-01 -1.5% 0-00
Volume 420,139 268,225 -151,914 -36.2% 1,446,093
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 124-27 124-02 121-18
R3 123-21 122-28 121-07
R2 122-15 122-15 121-04
R1 121-22 121-22 121-00 121-16
PP 121-09 121-09 121-09 121-06
S1 120-16 120-16 120-26 120-10
S2 120-03 120-03 120-22
S3 118-29 119-10 120-19
S4 117-23 118-04 120-08
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 127-03 126-01 122-01
R3 125-02 124-00 121-15
R2 123-01 123-01 121-09
R1 121-31 121-31 121-03 121-16
PP 121-00 121-00 121-00 120-24
S1 119-30 119-30 120-23 119-14
S2 118-31 118-31 120-17
S3 116-30 117-29 120-11
S4 114-29 115-28 119-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-02 120-01 2-01 1.7% 1-07 1.0% 43% True False 289,218
10 122-05 119-08 2-29 2.4% 1-14 1.2% 57% False False 279,911
20 122-07 119-06 3-01 2.5% 1-14 1.2% 57% False False 211,003
40 128-00 118-21 9-11 7.7% 1-17 1.3% 24% False False 223,485
60 131-16 118-21 12-27 10.6% 1-16 1.3% 18% False False 151,580
80 134-04 118-21 15-15 12.8% 1-12 1.1% 15% False False 113,756
100 134-04 118-21 15-15 12.8% 1-05 1.0% 15% False False 91,008
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 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-04
2.618 125-05
1.618 123-31
1.000 123-08
0.618 122-25
HIGH 122-02
0.618 121-19
0.500 121-15
0.382 121-11
LOW 120-28
0.618 120-05
1.000 119-22
1.618 118-31
2.618 117-25
4.250 115-26
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 121-15 121-02
PP 121-09 121-00
S1 121-03 120-30

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

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