ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 124-15 124-06 -0-09 -0.2% 122-12
High 124-25 124-18 -0-07 -0.2% 124-25
Low 123-12 123-29 0-17 0.4% 122-02
Close 124-10 124-14 0-04 0.1% 124-10
Range 1-13 0-21 -0-24 -53.3% 2-23
ATR 1-00 0-31 -0-01 -2.4% 0-00
Volume 442,290 269,304 -172,986 -39.1% 1,529,275
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 126-09 126-00 124-26
R3 125-20 125-11 124-20
R2 124-31 124-31 124-18
R1 124-22 124-22 124-16 124-26
PP 124-10 124-10 124-10 124-12
S1 124-01 124-01 124-12 124-06
S2 123-21 123-21 124-10
S3 123-00 123-12 124-08
S4 122-11 122-23 124-02
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 131-28 130-26 125-26
R3 129-05 128-03 125-02
R2 126-14 126-14 124-26
R1 125-12 125-12 124-18 125-29
PP 123-23 123-23 123-23 124-00
S1 122-21 122-21 124-02 123-06
S2 121-00 121-00 123-26
S3 118-09 119-30 123-18
S4 115-18 117-07 122-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-25 122-20 2-05 1.7% 0-28 0.7% 84% False False 320,838
10 124-25 121-11 3-14 2.8% 0-28 0.7% 90% False False 280,719
20 124-25 117-28 6-29 5.5% 0-30 0.8% 95% False False 274,815
40 124-25 117-28 6-29 5.5% 1-02 0.9% 95% False False 285,850
60 124-25 116-01 8-24 7.0% 1-02 0.9% 96% False False 261,562
80 124-25 115-07 9-18 7.7% 1-03 0.9% 96% False False 196,591
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-11
2.618 126-09
1.618 125-20
1.000 125-07
0.618 124-31
HIGH 124-18
0.618 124-10
0.500 124-08
0.382 124-05
LOW 123-29
0.618 123-16
1.000 123-08
1.618 122-27
2.618 122-06
4.250 121-04
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 124-12 124-10
PP 124-10 124-06
S1 124-08 124-02

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

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