ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 124-09 123-15 -0-26 -0.7% 125-28
High 124-18 123-26 -0-24 -0.6% 127-01
Low 123-09 122-05 -1-04 -0.9% 125-04
Close 123-18 123-01 -0-17 -0.4% 126-19
Range 1-09 1-21 0-12 29.3% 1-29
ATR 1-06 1-07 0-01 2.8% 0-00
Volume 404,377 466,917 62,540 15.5% 1,472,116
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-31 127-05 123-30
R3 126-10 125-16 123-16
R2 124-21 124-21 123-11
R1 123-27 123-27 123-06 123-14
PP 123-00 123-00 123-00 122-25
S1 122-06 122-06 122-28 121-24
S2 121-11 121-11 122-23
S3 119-22 120-17 122-18
S4 118-01 118-28 122-04
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 131-31 131-06 127-21
R3 130-02 129-09 127-04
R2 128-05 128-05 126-30
R1 127-12 127-12 126-25 127-24
PP 126-08 126-08 126-08 126-14
S1 125-15 125-15 126-13 125-28
S2 124-11 124-11 126-08
S3 122-14 123-18 126-02
S4 120-17 121-21 125-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-01 122-05 4-28 4.0% 1-15 1.2% 18% False True 363,520
10 127-01 122-05 4-28 4.0% 1-07 1.0% 18% False True 334,028
20 127-01 122-05 4-28 4.0% 1-08 1.0% 18% False True 354,356
40 127-01 122-02 4-31 4.0% 1-04 0.9% 19% False False 228,650
60 127-01 116-11 10-22 8.7% 0-31 0.8% 63% False False 152,559
80 127-01 116-11 10-22 8.7% 0-26 0.7% 63% False False 114,430
100 127-01 114-00 13-01 10.6% 0-22 0.5% 69% False False 91,545
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-27
2.618 128-05
1.618 126-16
1.000 125-15
0.618 124-27
HIGH 123-26
0.618 123-06
0.500 123-00
0.382 122-25
LOW 122-05
0.618 121-04
1.000 120-16
1.618 119-15
2.618 117-26
4.250 115-04
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 123-00 124-00
PP 123-00 123-22
S1 123-00 123-11

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

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