ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 118-26 118-23 -0-03 -0.1% 118-16
High 119-07 119-05 -0-02 -0.1% 119-11
Low 118-26 118-10 -0-16 -0.4% 117-31
Close 118-29 118-12 -0-17 -0.4% 118-29
Range 0-13 0-27 0-14 107.7% 1-12
ATR 0-20 0-21 0-00 2.4% 0-00
Volume 201 233 32 15.9% 435
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-05 120-19 118-27
R3 120-10 119-24 118-19
R2 119-15 119-15 118-17
R1 118-29 118-29 118-14 118-24
PP 118-20 118-20 118-20 118-17
S1 118-02 118-02 118-10 117-30
S2 117-25 117-25 118-07
S3 116-30 117-07 118-05
S4 116-03 116-12 117-29
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-28 122-08 119-21
R3 121-16 120-28 119-09
R2 120-04 120-04 119-05
R1 119-16 119-16 119-01 119-26
PP 118-24 118-24 118-24 118-28
S1 118-04 118-04 118-25 118-14
S2 117-12 117-12 118-21
S3 116-00 116-24 118-17
S4 114-20 115-12 118-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-11 117-31 1-12 1.2% 0-22 0.6% 30% False False 146
10 120-20 117-31 2-21 2.2% 0-22 0.6% 15% False False 88
20 121-05 117-24 3-13 2.9% 0-12 0.3% 18% False False 46
40 121-05 114-00 7-05 6.0% 0-07 0.2% 61% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-24
2.618 121-12
1.618 120-17
1.000 120-00
0.618 119-22
HIGH 119-05
0.618 118-27
0.500 118-24
0.382 118-20
LOW 118-10
0.618 117-25
1.000 117-15
1.618 116-30
2.618 116-03
4.250 114-23
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 118-24 118-19
PP 118-20 118-17
S1 118-16 118-14

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

View Archives - Comment on this page... - Back to Index of Symbols