ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 125-12 126-03 0-23 0.6% 125-24
High 126-18 126-15 -0-03 -0.1% 126-18
Low 125-07 125-16 0-09 0.2% 123-23
Close 126-11 125-28 -0-15 -0.4% 125-28
Range 1-11 0-31 -0-12 -27.9% 2-27
ATR 1-05 1-05 0-00 -1.1% 0-00
Volume 429,956 285,843 -144,113 -33.5% 1,897,539
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-27 128-11 126-13
R3 127-28 127-12 126-05
R2 126-29 126-29 126-02
R1 126-13 126-13 125-31 126-06
PP 125-30 125-30 125-30 125-27
S1 125-14 125-14 125-25 125-06
S2 124-31 124-31 125-22
S3 124-00 124-15 125-19
S4 123-01 123-16 125-11
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 133-29 132-24 127-14
R3 131-02 129-29 126-21
R2 128-07 128-07 126-13
R1 127-02 127-02 126-04 127-20
PP 125-12 125-12 125-12 125-22
S1 124-07 124-07 125-20 124-26
S2 122-17 122-17 125-11
S3 119-22 121-12 125-03
S4 116-27 118-17 124-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-18 123-23 2-27 2.3% 1-12 1.1% 76% False False 379,507
10 126-18 123-23 2-27 2.3% 1-08 1.0% 76% False False 363,544
20 126-18 123-04 3-14 2.7% 1-04 0.9% 80% False False 301,332
40 126-18 119-16 7-02 5.6% 0-31 0.8% 90% False False 152,407
60 126-18 116-11 10-07 8.1% 0-29 0.7% 93% False False 101,666
80 126-18 116-11 10-07 8.1% 0-22 0.5% 93% False False 76,250
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-19
2.618 129-00
1.618 128-01
1.000 127-14
0.618 127-02
HIGH 126-15
0.618 126-03
0.500 126-00
0.382 125-28
LOW 125-16
0.618 124-29
1.000 124-17
1.618 123-30
2.618 122-31
4.250 121-12
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 126-00 125-21
PP 125-30 125-13
S1 125-29 125-06

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

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