ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 125-05 125-11 0-06 0.1% 124-22
High 125-16 125-23 0-07 0.2% 125-27
Low 124-24 124-30 0-06 0.2% 123-23
Close 125-09 125-02 -0-07 -0.2% 124-27
Range 0-24 0-25 0-01 4.2% 2-04
ATR 0-31 0-30 0-00 -1.4% 0-00
Volume 422,479 568,895 146,416 34.7% 1,773,190
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 127-19 127-03 125-16
R3 126-26 126-10 125-09
R2 126-01 126-01 125-07
R1 125-17 125-17 125-04 125-12
PP 125-08 125-08 125-08 125-05
S1 124-24 124-24 125-00 124-20
S2 124-15 124-15 124-29
S3 123-22 123-31 124-27
S4 122-29 123-06 124-20
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 131-06 130-04 126-00
R3 129-02 128-00 125-14
R2 126-30 126-30 125-07
R1 125-28 125-28 125-01 126-13
PP 124-26 124-26 124-26 125-02
S1 123-24 123-24 124-21 124-09
S2 122-22 122-22 124-15
S3 120-18 121-20 124-08
S4 118-14 119-16 123-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-23 123-23 2-00 1.6% 0-25 0.6% 67% True False 431,089
10 125-27 123-17 2-10 1.8% 0-31 0.8% 66% False False 389,375
20 125-27 121-14 4-13 3.5% 0-29 0.7% 82% False False 337,803
40 125-27 117-28 7-31 6.4% 0-31 0.8% 90% False False 305,241
60 125-27 117-28 7-31 6.4% 1-02 0.9% 90% False False 310,794
80 125-27 115-07 10-20 8.5% 1-02 0.8% 93% False False 252,196
100 125-27 115-07 10-20 8.5% 1-03 0.9% 93% False False 201,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-01
2.618 127-24
1.618 126-31
1.000 126-16
0.618 126-06
HIGH 125-23
0.618 125-13
0.500 125-10
0.382 125-08
LOW 124-30
0.618 124-15
1.000 124-05
1.618 123-22
2.618 122-29
4.250 121-20
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 125-10 125-08
PP 125-08 125-06
S1 125-05 125-04

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

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