ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 119-05 120-24 1-19 1.3% 118-15
High 121-01 121-16 0-15 0.4% 119-25
Low 119-04 120-16 1-12 1.2% 118-05
Close 120-28 120-26 -0-02 -0.1% 119-07
Range 1-29 1-00 -0-29 -47.5% 1-20
ATR 1-10 1-09 -0-01 -1.6% 0-00
Volume 0 547,028 547,028 1,610,845
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 123-30 123-12 121-12
R3 122-30 122-12 121-03
R2 121-30 121-30 121-00
R1 121-12 121-12 120-29 121-21
PP 120-30 120-30 120-30 121-02
S1 120-12 120-12 120-23 120-21
S2 119-30 119-30 120-20
S3 118-30 119-12 120-17
S4 117-30 118-12 120-08
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 123-30 123-06 120-04
R3 122-10 121-18 119-21
R2 120-22 120-22 119-17
R1 119-30 119-30 119-12 120-10
PP 119-02 119-02 119-02 119-08
S1 118-10 118-10 119-02 118-22
S2 117-14 117-14 118-29
S3 115-26 116-22 118-25
S4 114-06 115-02 118-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-16 118-18 2-30 2.4% 1-05 0.9% 77% True False 324,087
10 121-16 116-26 4-22 3.9% 1-05 1.0% 85% True False 331,562
20 121-23 116-26 4-29 4.1% 1-08 1.0% 82% False False 325,809
40 122-07 116-26 5-13 4.5% 1-12 1.1% 74% False False 289,200
60 128-00 116-26 11-06 9.3% 1-15 1.2% 36% False False 277,217
80 131-16 116-26 14-22 12.2% 1-16 1.2% 27% False False 217,449
100 134-04 116-26 17-10 14.3% 1-12 1.1% 23% False False 174,192
120 134-04 116-26 17-10 14.3% 1-08 1.0% 23% False False 145,166
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-24
2.618 124-04
1.618 123-04
1.000 122-16
0.618 122-04
HIGH 121-16
0.618 121-04
0.500 121-00
0.382 120-28
LOW 120-16
0.618 119-28
1.000 119-16
1.618 118-28
2.618 117-28
4.250 116-08
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 121-00 120-18
PP 120-30 120-11
S1 120-28 120-03

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

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