ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 123-25 124-22 0-29 0.7% 124-06
High 125-04 125-03 -0-01 0.0% 125-04
Low 123-22 124-08 0-18 0.5% 123-14
Close 124-14 124-31 0-17 0.4% 124-14
Range 1-14 0-27 -0-19 -41.3% 1-22
ATR 1-00 1-00 0-00 -1.2% 0-00
Volume 386,047 245,743 -140,304 -36.3% 1,585,784
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 127-10 126-31 125-14
R3 126-15 126-04 125-06
R2 125-20 125-20 125-04
R1 125-09 125-09 125-01 125-14
PP 124-25 124-25 124-25 124-27
S1 124-14 124-14 124-29 124-20
S2 123-30 123-30 124-26
S3 123-03 123-19 124-24
S4 122-08 122-24 124-16
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129-13 128-19 125-12
R3 127-23 126-29 124-29
R2 126-01 126-01 124-24
R1 125-07 125-07 124-19 125-20
PP 124-11 124-11 124-11 124-17
S1 123-17 123-17 124-09 123-30
S2 122-21 122-21 124-04
S3 120-31 121-27 123-31
S4 119-09 120-05 123-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-04 123-14 1-22 1.4% 1-02 0.9% 91% False False 312,444
10 125-04 122-20 2-16 2.0% 0-31 0.8% 94% False False 316,641
20 125-04 119-29 5-07 4.2% 0-29 0.7% 97% False False 279,163
40 125-04 117-28 7-08 5.8% 0-31 0.8% 98% False False 276,505
60 125-04 117-04 8-00 6.4% 1-03 0.9% 98% False False 287,181
80 125-04 115-07 9-29 7.9% 1-03 0.9% 98% False False 216,096
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 True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-22
2.618 127-10
1.618 126-15
1.000 125-30
0.618 125-20
HIGH 125-03
0.618 124-25
0.500 124-22
0.382 124-18
LOW 124-08
0.618 123-23
1.000 123-13
1.618 122-28
2.618 122-01
4.250 120-21
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 124-28 124-24
PP 124-25 124-17
S1 124-22 124-10

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

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