ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 125-14 123-30 -1-16 -1.2% 125-12
High 125-17 125-19 0-02 0.0% 126-12
Low 123-23 123-26 0-03 0.1% 124-10
Close 123-28 125-15 1-19 1.3% 125-23
Range 1-26 1-25 -0-01 -1.7% 2-02
ATR 1-03 1-04 0-02 4.5% 0-00
Volume 422,660 499,316 76,656 18.1% 1,737,905
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 130-10 129-21 126-14
R3 128-17 127-28 125-31
R2 126-24 126-24 125-25
R1 126-03 126-03 125-20 126-14
PP 124-31 124-31 124-31 125-04
S1 124-10 124-10 125-10 124-20
S2 123-06 123-06 125-05
S3 121-13 122-17 124-31
S4 119-20 120-24 124-16
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 131-21 130-24 126-27
R3 129-19 128-22 126-09
R2 127-17 127-17 126-03
R1 126-20 126-20 125-29 127-02
PP 125-15 125-15 125-15 125-22
S1 124-18 124-18 125-17 125-00
S2 123-13 123-13 125-11
S3 121-11 122-16 125-05
S4 119-09 120-14 124-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-12 123-23 2-21 2.1% 1-13 1.1% 66% False False 387,855
10 126-12 123-23 2-21 2.1% 1-09 1.0% 66% False False 370,182
20 126-12 122-13 3-31 3.2% 1-04 0.9% 77% False False 266,625
40 126-12 119-06 7-06 5.7% 0-31 0.8% 87% False False 134,528
60 126-12 116-11 10-01 8.0% 0-28 0.7% 91% False False 89,736
80 126-12 116-11 10-01 8.0% 0-21 0.5% 91% False False 67,303
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-05
2.618 130-08
1.618 128-15
1.000 127-12
0.618 126-22
HIGH 125-19
0.618 124-29
0.500 124-22
0.382 124-16
LOW 123-26
0.618 122-23
1.000 122-01
1.618 120-30
2.618 119-05
4.250 116-08
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 125-07 125-09
PP 124-31 125-02
S1 124-22 124-28

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

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