ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 123-01 122-24 -0-09 -0.2% 126-17
High 123-14 123-15 0-01 0.0% 126-27
Low 122-13 122-21 0-08 0.2% 122-05
Close 122-22 123-06 0-16 0.4% 122-22
Range 1-01 0-26 -0-07 -21.2% 4-22
ATR 1-07 1-06 -0-01 -2.4% 0-00
Volume 250,270 253,988 3,718 1.5% 1,832,593
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 125-17 125-06 123-20
R3 124-23 124-12 123-13
R2 123-29 123-29 123-11
R1 123-18 123-18 123-08 123-24
PP 123-03 123-03 123-03 123-06
S1 122-24 122-24 123-04 122-30
S2 122-09 122-09 123-01
S3 121-15 121-30 122-31
S4 120-21 121-04 122-24
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 137-31 135-00 125-08
R3 133-09 130-10 123-31
R2 128-19 128-19 123-18
R1 125-20 125-20 123-04 124-24
PP 123-29 123-29 123-29 123-15
S1 120-30 120-30 122-08 120-02
S2 119-07 119-07 121-26
S3 114-17 116-08 121-13
S4 109-27 111-18 120-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-27 122-05 3-22 3.0% 1-10 1.1% 28% False False 351,509
10 127-01 122-05 4-28 4.0% 1-06 1.0% 21% False False 329,505
20 127-01 122-05 4-28 4.0% 1-07 1.0% 21% False False 345,640
40 127-01 122-04 4-29 4.0% 1-04 0.9% 22% False False 241,158
60 127-01 116-11 10-22 8.7% 1-00 0.8% 64% False False 160,953
80 127-01 116-11 10-22 8.7% 0-27 0.7% 64% False False 120,733
100 127-01 114-07 12-26 10.4% 0-22 0.6% 70% False False 96,587
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 0-08
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 126-30
2.618 125-19
1.618 124-25
1.000 124-09
0.618 123-31
HIGH 123-15
0.618 123-05
0.500 123-02
0.382 122-31
LOW 122-21
0.618 122-05
1.000 121-27
1.618 121-11
2.618 120-17
4.250 119-06
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 123-05 123-04
PP 123-03 123-02
S1 123-02 123-00

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

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