ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 118-12 119-08 0-28 0.7% 116-15
High 119-12 119-26 0-14 0.4% 119-12
Low 118-12 118-15 0-03 0.1% 116-11
Close 119-09 119-20 0-11 0.3% 119-09
Range 1-00 1-11 0-11 34.4% 3-01
ATR 0-23 0-25 0-01 5.9% 0-00
Volume 60 256 196 326.7% 743
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 123-11 122-26 120-12
R3 122-00 121-15 120-00
R2 120-21 120-21 119-28
R1 120-04 120-04 119-24 120-12
PP 119-10 119-10 119-10 119-14
S1 118-25 118-25 119-16 119-02
S2 117-31 117-31 119-12
S3 116-20 117-14 119-08
S4 115-09 116-03 118-28
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
5 119-26 117-15 2-11 2.0% 0-28 0.7% 92% True False 178
10 119-26 116-11 3-15 2.9% 0-25 0.7% 95% True False 241
20 120-20 116-11 4-09 3.6% 0-22 0.6% 77% False False 153
40 121-05 116-11 4-26 4.0% 0-11 0.3% 68% False False 78
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 0-06
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 125-17
2.618 123-11
1.618 122-00
1.000 121-05
0.618 120-21
HIGH 119-26
0.618 119-10
0.500 119-04
0.382 118-31
LOW 118-15
0.618 117-20
1.000 117-04
1.618 116-09
2.618 114-30
4.250 112-24
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 119-15 119-12
PP 119-10 119-05
S1 119-04 118-29

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

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