ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 123-12 124-30 1-18 1.3% 122-24
High 125-00 126-10 1-10 1.1% 125-00
Low 122-31 124-19 1-20 1.3% 122-21
Close 124-31 126-06 1-07 1.0% 124-31
Range 2-01 1-23 -0-10 -15.4% 2-11
ATR 1-07 1-08 0-01 3.0% 0-00
Volume 374,291 311,615 -62,676 -16.7% 1,188,533
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 130-27 130-08 127-04
R3 129-04 128-17 126-21
R2 127-13 127-13 126-16
R1 126-26 126-26 126-11 127-04
PP 125-22 125-22 125-22 125-27
S1 125-03 125-03 126-01 125-12
S2 123-31 123-31 125-28
S3 122-08 123-12 125-23
S4 120-17 121-21 125-08
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 131-08 130-14 126-08
R3 128-29 128-03 125-20
R2 126-18 126-18 125-13
R1 125-24 125-24 125-06 126-05
PP 124-07 124-07 124-07 124-13
S1 123-13 123-13 124-24 123-26
S2 121-28 121-28 124-17
S3 119-17 121-02 124-10
S4 117-06 118-23 123-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-10 122-21 3-21 2.9% 1-08 1.0% 97% True False 300,029
10 126-27 122-05 4-22 3.7% 1-11 1.1% 86% False False 333,274
20 127-01 122-05 4-28 3.9% 1-09 1.0% 83% False False 335,119
40 127-01 122-05 4-28 3.9% 1-06 0.9% 83% False False 271,727
60 127-01 118-00 9-01 7.2% 1-01 0.8% 91% False False 181,704
80 127-01 116-11 10-22 8.5% 0-29 0.7% 92% False False 136,310
100 127-01 115-07 11-26 9.4% 0-24 0.6% 93% False False 109,049
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-20
2.618 130-26
1.618 129-03
1.000 128-01
0.618 127-12
HIGH 126-10
0.618 125-21
0.500 125-14
0.382 125-08
LOW 124-19
0.618 123-17
1.000 122-28
1.618 121-26
2.618 120-03
4.250 117-09
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 125-30 125-20
PP 125-22 125-03
S1 125-14 124-18

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

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