ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 122-27 122-04 -0-23 -0.6% 120-31
High 123-01 123-05 0-04 0.1% 123-10
Low 122-08 122-04 -0-04 -0.1% 120-22
Close 122-17 123-03 0-18 0.5% 123-00
Range 0-25 1-01 0-08 32.0% 2-20
ATR 0-24 0-25 0-01 2.5% 0-00
Volume 4,008 7,185 3,177 79.3% 5,068
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 125-28 125-17 123-21
R3 124-27 124-16 123-12
R2 123-26 123-26 123-09
R1 123-15 123-15 123-06 123-20
PP 122-25 122-25 122-25 122-28
S1 122-14 122-14 123-00 122-20
S2 121-24 121-24 122-29
S3 120-23 121-13 122-26
S4 119-22 120-12 122-17
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 130-07 129-07 124-14
R3 127-19 126-19 123-23
R2 124-31 124-31 123-15
R1 123-31 123-31 123-08 124-15
PP 122-11 122-11 122-11 122-18
S1 121-11 121-11 122-24 121-27
S2 119-23 119-23 122-17
S3 117-03 118-23 122-09
S4 114-15 116-03 121-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-10 122-02 1-08 1.0% 0-29 0.7% 83% False False 4,197
10 123-10 120-05 3-05 2.6% 0-24 0.6% 93% False False 2,430
20 123-10 117-15 5-27 4.7% 0-24 0.6% 96% False False 1,350
40 123-10 116-11 6-31 5.7% 0-20 0.5% 97% False False 735
60 123-10 115-07 8-03 6.6% 0-14 0.4% 97% False False 491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-17
2.618 125-27
1.618 124-26
1.000 124-06
0.618 123-25
HIGH 123-05
0.618 122-24
0.500 122-20
0.382 122-17
LOW 122-04
0.618 121-16
1.000 121-03
1.618 120-15
2.618 119-14
4.250 117-24
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 122-30 122-30
PP 122-25 122-26
S1 122-20 122-21

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

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