ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 119-12 118-26 -0-18 -0.5% 119-09
High 119-12 119-30 0-18 0.5% 120-12
Low 118-15 118-25 0-10 0.3% 117-25
Close 119-06 119-27 0-21 0.6% 119-12
Range 0-29 1-05 0-08 27.6% 2-19
ATR
Volume 16 102 86 537.5% 341
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-00 122-18 120-15
R3 121-27 121-13 120-05
R2 120-22 120-22 120-02
R1 120-08 120-08 119-30 120-15
PP 119-17 119-17 119-17 119-20
S1 119-03 119-03 119-24 119-10
S2 118-12 118-12 119-20
S3 117-07 117-30 119-17
S4 116-02 116-25 119-07
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 126-31 125-24 120-26
R3 124-12 123-05 120-03
R2 121-25 121-25 119-27
R1 120-18 120-18 119-20 121-06
PP 119-06 119-06 119-06 119-15
S1 117-31 117-31 119-04 118-18
S2 116-19 116-19 118-29
S3 114-00 115-12 118-21
S4 111-13 112-25 117-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-01 118-03 1-30 1.6% 1-02 0.9% 90% False False 72
10 120-17 117-25 2-24 2.3% 0-31 0.8% 75% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-27
2.618 122-31
1.618 121-26
1.000 121-03
0.618 120-21
HIGH 119-30
0.618 119-16
0.500 119-12
0.382 119-07
LOW 118-25
0.618 118-02
1.000 117-20
1.618 116-29
2.618 115-24
4.250 113-28
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 119-22 119-20
PP 119-17 119-13
S1 119-12 119-06

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

View Archives - Comment on this page... - Back to Index of Symbols