ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 120-06 120-11 0-05 0.1% 120-31
High 120-23 121-26 1-03 0.9% 121-24
Low 119-25 120-03 0-10 0.3% 119-09
Close 120-10 121-23 1-13 1.2% 120-03
Range 0-30 1-23 0-25 83.3% 2-15
ATR 1-14 1-15 0-01 1.3% 0-00
Volume 207,300 376,581 169,281 81.7% 1,219,057
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 126-12 125-24 122-21
R3 124-21 124-01 122-06
R2 122-30 122-30 122-01
R1 122-10 122-10 121-28 122-20
PP 121-07 121-07 121-07 121-12
S1 120-19 120-19 121-18 120-29
S2 119-16 119-16 121-13
S3 117-25 118-28 121-08
S4 116-02 117-05 120-25
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 127-25 126-13 121-14
R3 125-10 123-30 120-25
R2 122-27 122-27 120-17
R1 121-15 121-15 120-10 120-30
PP 120-12 120-12 120-12 120-03
S1 119-00 119-00 119-28 118-14
S2 117-29 117-29 119-21
S3 115-14 116-17 119-13
S4 112-31 114-02 118-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-26 119-09 2-17 2.1% 1-11 1.1% 96% True False 305,052
10 122-02 119-09 2-25 2.3% 1-12 1.1% 88% False False 304,013
20 122-07 119-06 3-01 2.5% 1-15 1.2% 84% False False 252,592
40 128-00 118-21 9-11 7.7% 1-18 1.3% 33% False False 252,921
60 131-16 118-21 12-27 10.6% 1-18 1.3% 24% False False 181,329
80 134-04 118-21 15-15 12.7% 1-13 1.2% 20% False False 136,288
100 134-04 118-21 15-15 12.7% 1-08 1.0% 20% False False 109,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-04
2.618 126-10
1.618 124-19
1.000 123-17
0.618 122-28
HIGH 121-26
0.618 121-05
0.500 120-30
0.382 120-24
LOW 120-03
0.618 119-01
1.000 118-12
1.618 117-10
2.618 115-19
4.250 112-25
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 121-15 121-11
PP 121-07 120-31
S1 120-30 120-18

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

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