ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 118-11 118-12 0-01 0.0% 116-15
High 118-21 119-12 0-23 0.6% 119-12
Low 118-00 118-12 0-12 0.3% 116-11
Close 118-04 119-09 1-05 1.0% 119-09
Range 0-21 1-00 0-11 52.4% 3-01
ATR 0-22 0-23 0-01 5.7% 0-00
Volume 159 60 -99 -62.3% 743
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 122-00 121-21 119-27
R3 121-00 120-21 119-18
R2 120-00 120-00 119-15
R1 119-21 119-21 119-12 119-26
PP 119-00 119-00 119-00 119-03
S1 118-21 118-21 119-06 118-26
S2 118-00 118-00 119-03
S3 117-00 117-21 119-00
S4 116-00 116-21 118-23
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 127-14 126-12 120-30
R3 124-13 123-11 120-04
R2 121-12 121-12 119-27
R1 120-10 120-10 119-18 120-27
PP 118-11 118-11 118-11 118-19
S1 117-09 117-09 119-00 117-26
S2 115-10 115-10 118-23
S3 112-09 114-08 118-14
S4 109-08 111-07 117-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-12 116-11 3-01 2.5% 0-24 0.6% 97% True False 148
10 119-12 116-11 3-01 2.5% 0-22 0.6% 97% True False 235
20 120-20 116-11 4-09 3.6% 0-20 0.5% 69% False False 141
40 121-05 116-00 5-05 4.3% 0-10 0.3% 64% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-20
2.618 122-00
1.618 121-00
1.000 120-12
0.618 120-00
HIGH 119-12
0.618 119-00
0.500 118-28
0.382 118-24
LOW 118-12
0.618 117-24
1.000 117-12
1.618 116-24
2.618 115-24
4.250 114-04
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 119-05 119-00
PP 119-00 118-23
S1 118-28 118-14

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

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