ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 125-29 125-13 -0-16 -0.4% 125-24
High 126-02 126-00 -0-02 0.0% 126-18
Low 125-07 125-04 -0-03 -0.1% 123-23
Close 125-13 125-12 -0-01 0.0% 125-28
Range 0-27 0-28 0-01 3.7% 2-27
ATR 1-04 1-03 -0-01 -1.6% 0-00
Volume 292,439 280,187 -12,252 -4.2% 1,897,539
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 128-04 127-20 125-27
R3 127-08 126-24 125-20
R2 126-12 126-12 125-17
R1 125-28 125-28 125-15 125-22
PP 125-16 125-16 125-16 125-13
S1 125-00 125-00 125-09 124-26
S2 124-20 124-20 125-07
S3 123-24 124-04 125-04
S4 122-28 123-08 124-29
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
5 126-21 125-04 1-17 1.2% 1-01 0.8% 16% False True 310,413
10 126-21 123-23 2-30 2.3% 1-07 1.0% 56% False False 349,134
20 126-21 123-11 3-10 2.6% 1-06 0.9% 61% False False 334,127
40 126-21 119-28 6-25 5.4% 1-00 0.8% 81% False False 173,294
60 126-21 116-11 10-10 8.2% 0-29 0.7% 88% False False 115,603
80 126-21 116-11 10-10 8.2% 0-23 0.6% 88% False False 86,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-23
2.618 128-09
1.618 127-13
1.000 126-28
0.618 126-17
HIGH 126-00
0.618 125-21
0.500 125-18
0.382 125-15
LOW 125-04
0.618 124-19
1.000 124-08
1.618 123-23
2.618 122-27
4.250 121-13
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 125-18 125-28
PP 125-16 125-23
S1 125-14 125-18

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

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