ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 120-31 120-13 -0-18 -0.5% 121-05
High 121-24 121-03 -0-21 -0.5% 122-02
Low 119-23 120-05 0-14 0.4% 120-01
Close 120-14 121-00 0-18 0.5% 120-29
Range 2-01 0-30 -1-03 -53.8% 2-01
ATR 1-17 1-15 -0-01 -2.7% 0-00
Volume 277,677 253,778 -23,899 -8.6% 1,446,093
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-18 123-07 121-16
R3 122-20 122-09 121-08
R2 121-22 121-22 121-06
R1 121-11 121-11 121-03 121-16
PP 120-24 120-24 120-24 120-27
S1 120-13 120-13 120-29 120-18
S2 119-26 119-26 120-26
S3 118-28 119-15 120-24
S4 117-30 118-17 120-16
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
5 122-02 119-23 2-11 1.9% 1-11 1.1% 55% False False 300,744
10 122-05 119-08 2-29 2.4% 1-15 1.2% 60% False False 289,543
20 122-07 119-06 3-01 2.5% 1-13 1.2% 60% False False 214,434
40 128-00 118-21 9-11 7.7% 1-18 1.3% 25% False False 235,857
60 131-16 118-21 12-27 10.6% 1-17 1.3% 18% False False 160,361
80 134-04 118-21 15-15 12.8% 1-13 1.2% 15% False False 120,399
100 134-04 118-21 15-15 12.8% 1-06 1.0% 15% False False 96,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-02
2.618 123-18
1.618 122-20
1.000 122-01
0.618 121-22
HIGH 121-03
0.618 120-24
0.500 120-20
0.382 120-16
LOW 120-05
0.618 119-18
1.000 119-07
1.618 118-20
2.618 117-22
4.250 116-06
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 120-28 120-31
PP 120-24 120-30
S1 120-20 120-28

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

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