ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 122-04 123-07 1-03 0.9% 120-24
High 123-31 125-06 1-07 1.0% 122-21
Low 122-04 122-22 0-18 0.5% 119-31
Close 122-28 124-02 1-06 1.0% 121-28
Range 1-27 2-16 0-21 35.6% 2-22
ATR 1-07 1-10 0-03 7.4% 0-00
Volume 3,828 4,631 803 21.0% 42,405
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 131-15 130-09 125-14
R3 128-31 127-25 124-24
R2 126-15 126-15 124-17
R1 125-09 125-09 124-09 125-28
PP 123-31 123-31 123-31 124-09
S1 122-25 122-25 123-27 123-12
S2 121-15 121-15 123-19
S3 118-31 120-09 123-12
S4 116-15 117-25 122-22
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 129-18 128-13 123-11
R3 126-28 125-23 122-20
R2 124-06 124-06 122-12
R1 123-01 123-01 122-04 123-20
PP 121-16 121-16 121-16 121-25
S1 120-11 120-11 121-20 120-30
S2 118-26 118-26 121-12
S3 116-04 117-21 121-04
S4 113-14 114-31 120-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-06 120-25 4-13 3.6% 1-19 1.3% 74% True False 4,612
10 125-06 119-25 5-13 4.4% 1-11 1.1% 79% True False 10,828
20 125-06 118-18 6-20 5.3% 1-07 1.0% 83% True False 146,425
40 125-06 116-26 8-12 6.8% 1-08 1.0% 87% True False 233,738
60 125-06 116-26 8-12 6.8% 1-10 1.1% 87% True False 226,413
80 128-00 116-26 11-06 9.0% 1-13 1.1% 65% False False 231,825
100 131-16 116-26 14-22 11.8% 1-14 1.1% 49% False False 187,200
120 134-04 116-26 17-10 14.0% 1-11 1.1% 42% False False 156,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 135-26
2.618 131-23
1.618 129-07
1.000 127-22
0.618 126-23
HIGH 125-06
0.618 124-07
0.500 123-30
0.382 123-21
LOW 122-22
0.618 121-05
1.000 120-06
1.618 118-21
2.618 116-05
4.250 112-02
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 124-01 123-26
PP 123-31 123-17
S1 123-30 123-09

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

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