ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 117-07 118-00 0-25 0.7% 121-16
High 118-18 118-13 -0-05 -0.1% 121-23
Low 116-26 117-10 0-16 0.4% 117-23
Close 118-10 117-16 -0-26 -0.7% 117-28
Range 1-24 1-03 -0-21 -37.5% 4-00
ATR 1-14 1-13 -0-01 -1.7% 0-00
Volume 415,001 396,213 -18,788 -4.5% 1,652,836
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-01 120-11 118-03
R3 119-30 119-08 117-26
R2 118-27 118-27 117-22
R1 118-05 118-05 117-19 117-30
PP 117-24 117-24 117-24 117-20
S1 117-02 117-02 117-13 116-28
S2 116-21 116-21 117-10
S3 115-18 115-31 117-06
S4 114-15 114-28 116-29
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 131-03 128-16 120-02
R3 127-03 124-16 118-31
R2 123-03 123-03 118-19
R1 120-16 120-16 118-08 119-26
PP 119-03 119-03 119-03 118-24
S1 116-16 116-16 117-16 115-26
S2 115-03 115-03 117-05
S3 111-03 112-16 116-25
S4 107-03 108-16 115-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-18 116-26 2-24 2.3% 1-11 1.1% 25% False False 347,557
10 121-23 116-26 4-29 4.2% 1-12 1.2% 14% False False 336,292
20 122-02 116-26 5-08 4.5% 1-13 1.2% 13% False False 325,153
40 122-07 116-26 5-13 4.6% 1-14 1.2% 13% False False 265,492
60 128-00 116-26 11-06 9.5% 1-16 1.3% 6% False False 246,517
80 131-22 116-26 14-28 12.7% 1-15 1.3% 5% False False 186,385
100 134-04 116-26 17-10 14.7% 1-12 1.2% 4% False False 149,153
120 134-04 116-26 17-10 14.7% 1-06 1.0% 4% False False 124,296
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-02
2.618 121-09
1.618 120-06
1.000 119-16
0.618 119-03
HIGH 118-13
0.618 118-00
0.500 117-28
0.382 117-23
LOW 117-10
0.618 116-20
1.000 116-07
1.618 115-17
2.618 114-14
4.250 112-21
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 117-28 117-22
PP 117-24 117-20
S1 117-20 117-18

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

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