ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 116-15 117-16 1-01 0.9% 118-26
High 117-00 118-01 1-01 0.9% 119-07
Low 116-11 117-15 1-04 1.0% 116-16
Close 116-30 117-25 0-27 0.7% 116-31
Range 0-21 0-18 -0-03 -14.3% 2-23
ATR 0-21 0-22 0-01 4.8% 0-00
Volume 106 207 101 95.3% 1,616
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 119-14 119-06 118-03
R3 118-28 118-20 117-30
R2 118-10 118-10 117-28
R1 118-02 118-02 117-27 118-06
PP 117-24 117-24 117-24 117-26
S1 117-16 117-16 117-23 117-20
S2 117-06 117-06 117-22
S3 116-20 116-30 117-20
S4 116-02 116-12 117-15
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 125-23 124-02 118-15
R3 123-00 121-11 117-23
R2 120-09 120-09 117-15
R1 118-20 118-20 117-07 118-03
PP 117-18 117-18 117-18 117-10
S1 115-29 115-29 116-23 115-12
S2 114-27 114-27 116-15
S3 112-04 113-06 116-07
S4 109-13 110-15 115-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-13 116-11 2-02 1.8% 0-20 0.5% 70% False False 299
10 119-11 116-11 3-00 2.5% 0-21 0.6% 48% False False 222
20 121-05 116-11 4-26 4.1% 0-16 0.4% 30% False False 120
40 121-05 115-07 5-30 5.0% 0-09 0.2% 43% False False 61
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-14
2.618 119-16
1.618 118-30
1.000 118-19
0.618 118-12
HIGH 118-01
0.618 117-26
0.500 117-24
0.382 117-22
LOW 117-15
0.618 117-04
1.000 116-29
1.618 116-18
2.618 116-00
4.250 115-02
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 117-25 117-19
PP 117-24 117-12
S1 117-24 117-06

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

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