ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 122-24 123-09 0-17 0.4% 126-17
High 123-15 123-29 0-14 0.4% 126-27
Low 122-21 122-31 0-10 0.3% 122-05
Close 123-06 123-21 0-15 0.4% 122-22
Range 0-26 0-30 0-04 15.4% 4-22
ATR 1-06 1-05 -0-01 -1.5% 0-00
Volume 253,988 295,536 41,548 16.4% 1,832,593
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-10 125-30 124-06
R3 125-12 125-00 123-29
R2 124-14 124-14 123-26
R1 124-02 124-02 123-24 124-08
PP 123-16 123-16 123-16 123-20
S1 123-04 123-04 123-18 123-10
S2 122-18 122-18 123-16
S3 121-20 122-06 123-13
S4 120-22 121-08 123-04
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
5 124-18 122-05 2-13 1.9% 1-05 0.9% 62% False False 334,217
10 127-01 122-05 4-28 3.9% 1-07 1.0% 31% False False 329,815
20 127-01 122-05 4-28 3.9% 1-07 1.0% 31% False False 344,432
40 127-01 122-04 4-29 4.0% 1-04 0.9% 31% False False 248,400
60 127-01 116-11 10-22 8.6% 1-00 0.8% 68% False False 165,869
80 127-01 116-11 10-22 8.6% 0-28 0.7% 68% False False 124,428
100 127-01 115-05 11-28 9.6% 0-22 0.6% 72% False False 99,543
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
4.250 127-28
2.618 126-12
1.618 125-14
1.000 124-27
0.618 124-16
HIGH 123-29
0.618 123-18
0.500 123-14
0.382 123-10
LOW 122-31
0.618 122-12
1.000 122-01
1.618 121-14
2.618 120-16
4.250 119-00
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 123-19 123-16
PP 123-16 123-10
S1 123-14 123-05

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

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