ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 125-28 125-29 0-01 0.0% 125-24
High 126-21 126-02 -0-19 -0.5% 126-18
Low 125-17 125-07 -0-10 -0.2% 123-23
Close 125-26 125-13 -0-13 -0.3% 125-28
Range 1-04 0-27 -0-09 -25.0% 2-27
ATR 1-04 1-04 -0-01 -1.9% 0-00
Volume 263,643 292,439 28,796 10.9% 1,897,539
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-03 127-19 125-28
R3 127-08 126-24 125-20
R2 126-13 126-13 125-18
R1 125-29 125-29 125-15 125-24
PP 125-18 125-18 125-18 125-15
S1 125-02 125-02 125-11 124-28
S2 124-23 124-23 125-08
S3 123-28 124-07 125-06
S4 123-01 123-12 124-30
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
5 126-21 123-26 2-27 2.3% 1-07 1.0% 56% False False 354,239
10 126-21 123-23 2-30 2.3% 1-08 1.0% 57% False False 359,049
20 126-21 123-11 3-10 2.6% 1-05 0.9% 62% False False 325,469
40 126-21 119-28 6-25 5.4% 1-00 0.8% 82% False False 166,300
60 126-21 116-11 10-10 8.2% 0-29 0.7% 88% False False 110,934
80 126-21 116-11 10-10 8.2% 0-23 0.6% 88% False False 83,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 129-21
2.618 128-09
1.618 127-14
1.000 126-29
0.618 126-19
HIGH 126-02
0.618 125-24
0.500 125-20
0.382 125-17
LOW 125-07
0.618 124-22
1.000 124-12
1.618 123-27
2.618 123-00
4.250 121-20
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 125-20 125-30
PP 125-18 125-24
S1 125-16 125-19

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

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