ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 118-10 118-05 -0-05 -0.1% 118-10
High 119-01 118-05 -0-28 -0.7% 120-05
Low 117-21 117-09 -0-12 -0.3% 118-01
Close 117-29 117-15 -0-14 -0.4% 119-26
Range 1-12 0-28 -0-16 -36.4% 2-04
ATR 1-08 1-07 -0-01 -2.2% 0-00
Volume 930 3,543 2,613 281.0% 1,729
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-08 119-24 117-30
R3 119-12 118-28 117-23
R2 118-16 118-16 117-20
R1 118-00 118-00 117-18 117-26
PP 117-20 117-20 117-20 117-18
S1 117-04 117-04 117-12 116-30
S2 116-24 116-24 117-10
S3 115-28 116-08 117-07
S4 115-00 115-12 117-00
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
5 120-01 117-09 2-24 2.3% 1-05 1.0% 7% False True 1,216
10 120-05 117-09 2-28 2.4% 1-03 0.9% 7% False True 783
20 120-14 117-09 3-05 2.7% 1-04 1.0% 6% False True 500
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-28
2.618 120-14
1.618 119-18
1.000 119-01
0.618 118-22
HIGH 118-05
0.618 117-26
0.500 117-23
0.382 117-20
LOW 117-09
0.618 116-24
1.000 116-13
1.618 115-28
2.618 115-00
4.250 113-18
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 117-23 118-05
PP 117-20 117-30
S1 117-18 117-22

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

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