ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 120-25 121-02 0-09 0.2% 118-09
High 121-12 121-18 0-06 0.2% 120-30
Low 119-29 120-20 0-23 0.6% 117-28
Close 121-05 121-15 0-10 0.3% 120-26
Range 1-15 0-30 -0-17 -36.2% 3-02
ATR 1-05 1-04 0-00 -1.3% 0-00
Volume 403,636 240,477 -163,159 -40.4% 1,475,258
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 124-01 123-22 122-00
R3 123-03 122-24 121-23
R2 122-05 122-05 121-20
R1 121-26 121-26 121-18 122-00
PP 121-07 121-07 121-07 121-10
S1 120-28 120-28 121-12 121-02
S2 120-09 120-09 121-10
S3 119-11 119-30 121-07
S4 118-13 119-00 120-30
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 129-02 128-00 122-16
R3 126-00 124-30 121-21
R2 122-30 122-30 121-12
R1 121-28 121-28 121-03 122-13
PP 119-28 119-28 119-28 120-04
S1 118-26 118-26 120-17 119-11
S2 116-26 116-26 120-08
S3 113-24 115-24 119-31
S4 110-22 112-22 119-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-18 118-23 2-27 2.3% 1-06 1.0% 97% True False 319,528
10 121-18 117-28 3-22 3.0% 1-03 0.9% 97% True False 298,151
20 122-08 117-28 4-12 3.6% 1-02 0.9% 82% False False 280,261
40 123-22 117-28 5-26 4.8% 1-05 1.0% 62% False False 306,149
60 123-22 115-07 8-15 7.0% 1-05 0.9% 74% False False 205,802
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-18
2.618 124-01
1.618 123-03
1.000 122-16
0.618 122-05
HIGH 121-18
0.618 121-07
0.500 121-03
0.382 120-31
LOW 120-20
0.618 120-01
1.000 119-22
1.618 119-03
2.618 118-05
4.250 116-20
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 121-11 121-05
PP 121-07 120-27
S1 121-03 120-17

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

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