ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 118-16 118-10 -0-06 -0.2% 118-10
High 118-18 119-01 0-15 0.4% 120-05
Low 118-00 117-21 -0-11 -0.3% 118-01
Close 118-10 117-29 -0-13 -0.3% 119-26
Range 0-18 1-12 0-26 144.4% 2-04
ATR 1-08 1-08 0-00 0.8% 0-00
Volume 487 930 443 91.0% 1,729
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-10 121-16 118-21
R3 120-30 120-04 118-09
R2 119-18 119-18 118-05
R1 118-24 118-24 118-01 118-15
PP 118-06 118-06 118-06 118-02
S1 117-12 117-12 117-25 117-03
S2 116-26 116-26 117-21
S3 115-14 116-00 117-17
S4 114-02 114-20 117-05
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-23 124-28 120-31
R3 123-19 122-24 120-13
R2 121-15 121-15 120-06
R1 120-20 120-20 120-00 121-02
PP 119-11 119-11 119-11 119-17
S1 118-16 118-16 119-20 118-30
S2 117-07 117-07 119-14
S3 115-03 116-12 119-07
S4 112-31 114-08 118-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-01 117-21 2-12 2.0% 1-07 1.0% 11% False True 645
10 120-05 117-21 2-16 2.1% 1-07 1.0% 10% False True 444
20 120-14 117-21 2-25 2.4% 1-07 1.0% 9% False True 323
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-28
2.618 122-20
1.618 121-08
1.000 120-13
0.618 119-28
HIGH 119-01
0.618 118-16
0.500 118-11
0.382 118-06
LOW 117-21
0.618 116-26
1.000 116-09
1.618 115-14
2.618 114-02
4.250 111-26
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 118-11 118-23
PP 118-06 118-14
S1 118-02 118-06

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

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