ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 117-23 118-15 0-24 0.6% 117-30
High 118-28 119-05 0-09 0.2% 118-28
Low 117-21 118-05 0-16 0.4% 116-26
Close 118-13 118-30 0-17 0.4% 118-13
Range 1-07 1-00 -0-07 -17.9% 2-02
ATR 1-13 1-12 -0-01 -2.1% 0-00
Volume 346,541 263,682 -82,859 -23.9% 1,669,041
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-24 121-11 119-16
R3 120-24 120-11 119-07
R2 119-24 119-24 119-04
R1 119-11 119-11 119-01 119-18
PP 118-24 118-24 118-24 118-27
S1 118-11 118-11 118-27 118-18
S2 117-24 117-24 118-24
S3 116-24 117-11 118-21
S4 115-24 116-11 118-12
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 124-07 123-12 119-17
R3 122-05 121-10 118-31
R2 120-03 120-03 118-25
R1 119-08 119-08 118-19 119-22
PP 118-01 118-01 118-01 118-08
S1 117-06 117-06 118-07 117-20
S2 115-31 115-31 118-01
S3 113-29 115-04 117-27
S4 111-27 113-02 117-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-05 116-26 2-11 2.0% 1-08 1.1% 91% True False 339,270
10 120-25 116-26 3-31 3.3% 1-08 1.1% 54% False False 327,523
20 121-26 116-26 5-00 4.2% 1-12 1.2% 43% False False 321,246
40 122-07 116-26 5-13 4.5% 1-13 1.2% 39% False False 266,125
60 128-00 116-26 11-06 9.4% 1-16 1.3% 19% False False 256,072
80 131-16 116-26 14-22 12.3% 1-15 1.2% 14% False False 193,997
100 134-04 116-26 17-10 14.6% 1-12 1.2% 12% False False 155,254
120 134-04 116-26 17-10 14.6% 1-07 1.0% 12% False False 129,381
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 123-13
2.618 121-25
1.618 120-25
1.000 120-05
0.618 119-25
HIGH 119-05
0.618 118-25
0.500 118-21
0.382 118-17
LOW 118-05
0.618 117-17
1.000 117-05
1.618 116-17
2.618 115-17
4.250 113-29
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 118-27 118-22
PP 118-24 118-15
S1 118-21 118-08

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

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