ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 124-30 125-12 0-14 0.4% 124-17
High 125-29 125-14 -0-15 -0.4% 126-10
Low 124-24 124-17 -0-07 -0.2% 124-01
Close 125-08 125-01 -0-07 -0.2% 125-08
Range 1-05 0-29 -0-08 -21.6% 2-09
ATR 1-00 1-00 0-00 -0.7% 0-00
Volume 397,248 281,337 -115,911 -29.2% 1,415,208
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-23 127-09 125-17
R3 126-26 126-12 125-09
R2 125-29 125-29 125-06
R1 125-15 125-15 125-04 125-08
PP 125-00 125-00 125-00 124-28
S1 124-18 124-18 124-30 124-10
S2 124-03 124-03 124-28
S3 123-06 123-21 124-25
S4 122-09 122-24 124-17
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 132-01 130-30 126-16
R3 129-24 128-21 125-28
R2 127-15 127-15 125-21
R1 126-12 126-12 125-15 126-30
PP 125-06 125-06 125-06 125-15
S1 124-03 124-03 125-01 124-20
S2 122-29 122-29 124-27
S3 120-20 121-26 124-20
S4 118-11 119-17 124-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-10 124-01 2-09 1.8% 1-09 1.0% 44% False False 339,309
10 126-10 123-11 2-31 2.4% 1-02 0.8% 57% False False 264,587
20 126-10 122-04 4-06 3.3% 1-01 0.8% 69% False False 136,675
40 126-10 116-11 9-31 8.0% 0-28 0.7% 87% False False 68,609
60 126-10 116-11 9-31 8.0% 0-23 0.6% 87% False False 45,765
80 126-10 114-07 12-03 9.7% 0-18 0.4% 89% False False 34,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-09
2.618 127-26
1.618 126-29
1.000 126-11
0.618 126-00
HIGH 125-14
0.618 125-03
0.500 125-00
0.382 124-28
LOW 124-17
0.618 123-31
1.000 123-20
1.618 123-02
2.618 122-05
4.250 120-22
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 125-00 125-14
PP 125-00 125-09
S1 125-00 125-05

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

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