ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 120-13 119-25 -0-20 -0.5% 121-27
High 120-20 120-15 -0-05 -0.1% 122-08
Low 119-19 119-19 0-00 0.0% 120-02
Close 119-24 120-06 0-14 0.4% 120-08
Range 1-01 0-28 -0-05 -15.2% 2-06
ATR 1-06 1-05 -0-01 -1.9% 0-00
Volume 228,127 191,554 -36,573 -16.0% 1,316,007
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-23 122-10 120-21
R3 121-27 121-14 120-14
R2 120-31 120-31 120-11
R1 120-18 120-18 120-09 120-24
PP 120-03 120-03 120-03 120-06
S1 119-22 119-22 120-03 119-28
S2 119-07 119-07 120-01
S3 118-11 118-26 119-30
S4 117-15 117-30 119-23
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 127-13 126-01 121-14
R3 125-07 123-27 120-27
R2 123-01 123-01 120-21
R1 121-21 121-21 120-14 121-08
PP 120-27 120-27 120-27 120-21
S1 119-15 119-15 120-02 119-02
S2 118-21 118-21 119-27
S3 116-15 117-09 119-21
S4 114-09 115-03 119-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-18 119-19 1-31 1.6% 0-31 0.8% 30% False True 224,791
10 123-07 119-19 3-20 3.0% 1-02 0.9% 16% False True 256,991
20 123-22 118-05 5-17 4.6% 1-08 1.0% 37% False False 312,783
40 123-22 115-07 8-15 7.0% 1-05 1.0% 59% False False 203,928
60 123-22 115-07 8-15 7.0% 1-05 1.0% 59% False False 136,047
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-06
2.618 122-24
1.618 121-28
1.000 121-11
0.618 121-00
HIGH 120-15
0.618 120-04
0.500 120-01
0.382 119-30
LOW 119-19
0.618 119-02
1.000 118-23
1.618 118-06
2.618 117-10
4.250 115-28
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 120-04 120-05
PP 120-03 120-04
S1 120-01 120-04

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

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