ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 125-15 124-18 -0-29 -0.7% 124-06
High 125-27 124-23 -1-04 -0.9% 125-04
Low 124-16 123-23 -0-25 -0.6% 123-14
Close 124-23 124-20 -0-03 -0.1% 124-14
Range 1-11 1-00 -0-11 -25.6% 1-22
ATR 1-01 1-01 0-00 -0.2% 0-00
Volume 351,953 449,692 97,739 27.8% 1,585,784
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 127-11 127-00 125-06
R3 126-11 126-00 124-29
R2 125-11 125-11 124-26
R1 125-00 125-00 124-23 125-06
PP 124-11 124-11 124-11 124-14
S1 124-00 124-00 124-17 124-06
S2 123-11 123-11 124-14
S3 122-11 123-00 124-11
S4 121-11 122-00 124-02
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
5 125-27 123-22 2-05 1.7% 1-04 0.9% 43% False False 363,394
10 125-27 123-12 2-15 2.0% 1-02 0.9% 51% False False 345,900
20 125-27 120-25 5-02 4.1% 0-30 0.8% 76% False False 295,193
40 125-27 117-28 7-31 6.4% 1-00 0.8% 85% False False 285,908
60 125-27 117-28 7-31 6.4% 1-03 0.9% 85% False False 303,628
80 125-27 115-07 10-20 8.5% 1-03 0.9% 89% False False 230,903
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-31
2.618 127-11
1.618 126-11
1.000 125-23
0.618 125-11
HIGH 124-23
0.618 124-11
0.500 124-07
0.382 124-03
LOW 123-23
0.618 123-03
1.000 122-23
1.618 122-03
2.618 121-03
4.250 119-15
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 124-16 124-25
PP 124-11 124-23
S1 124-07 124-22

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

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