ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 120-16 120-03 -0-13 -0.3% 121-30
High 120-23 121-06 0-15 0.4% 122-12
Low 120-00 119-31 -0-01 0.0% 119-25
Close 120-03 120-30 0-27 0.7% 120-26
Range 0-23 1-07 0-16 69.6% 2-19
ATR 1-05 1-06 0-00 0.3% 0-00
Volume 14,381 7,773 -6,608 -45.9% 249,293
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-11 123-28 121-19
R3 123-04 122-21 121-09
R2 121-29 121-29 121-05
R1 121-14 121-14 121-02 121-22
PP 120-22 120-22 120-22 120-26
S1 120-07 120-07 120-26 120-14
S2 119-15 119-15 120-23
S3 118-08 119-00 120-19
S4 117-01 117-25 120-09
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 128-25 127-12 122-08
R3 126-06 124-25 121-17
R2 123-19 123-19 121-09
R1 122-06 122-06 121-02 121-19
PP 121-00 121-00 121-00 120-22
S1 119-19 119-19 120-18 119-00
S2 118-13 118-13 120-11
S3 115-26 117-00 120-03
S4 113-07 114-13 119-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-06 119-25 1-13 1.2% 1-03 0.9% 82% True False 17,044
10 122-12 119-25 2-19 2.1% 1-02 0.9% 45% False False 128,501
20 122-12 116-26 5-18 4.6% 1-03 0.9% 74% False False 230,032
40 122-12 116-26 5-18 4.6% 1-08 1.0% 74% False False 271,033
60 122-12 116-26 5-18 4.6% 1-11 1.1% 74% False False 249,359
80 128-06 116-26 11-12 9.4% 1-14 1.2% 36% False False 232,399
100 131-22 116-26 14-28 12.3% 1-13 1.2% 28% False False 187,030
120 134-04 116-26 17-10 14.3% 1-10 1.1% 24% False False 155,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-12
2.618 124-12
1.618 123-05
1.000 122-13
0.618 121-30
HIGH 121-06
0.618 120-23
0.500 120-18
0.382 120-14
LOW 119-31
0.618 119-07
1.000 118-24
1.618 118-00
2.618 116-25
4.250 114-25
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 120-26 120-26
PP 120-22 120-22
S1 120-18 120-18

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

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