ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 126-04 126-28 0-24 0.6% 122-24
High 127-15 127-02 -0-13 -0.3% 125-00
Low 126-00 125-26 -0-06 -0.1% 122-21
Close 126-15 126-23 0-08 0.2% 124-31
Range 1-15 1-08 -0-07 -14.9% 2-11
ATR 1-08 1-08 0-00 -0.1% 0-00
Volume 439,883 397,098 -42,785 -9.7% 1,188,533
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 130-09 129-24 127-13
R3 129-01 128-16 127-02
R2 127-25 127-25 126-30
R1 127-08 127-08 126-27 126-28
PP 126-17 126-17 126-17 126-11
S1 126-00 126-00 126-19 125-20
S2 125-09 125-09 126-16
S3 124-01 124-24 126-12
S4 122-25 123-16 126-01
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
5 127-15 122-25 4-22 3.7% 1-15 1.1% 84% False False 357,521
10 127-15 122-05 5-10 4.2% 1-10 1.0% 86% False False 345,869
20 127-15 122-05 5-10 4.2% 1-09 1.0% 86% False False 342,847
40 127-15 122-05 5-10 4.2% 1-06 0.9% 86% False False 292,340
60 127-15 118-15 9-00 7.1% 1-02 0.8% 92% False False 195,650
80 127-15 116-11 11-04 8.8% 0-30 0.7% 93% False False 146,772
100 127-15 116-00 11-15 9.1% 0-24 0.6% 93% False False 117,418
Crabel Price Patterns
NR True
NR4 True
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-12
2.618 130-11
1.618 129-03
1.000 128-10
0.618 127-27
HIGH 127-02
0.618 126-19
0.500 126-14
0.382 126-09
LOW 125-26
0.618 125-01
1.000 124-18
1.618 123-25
2.618 122-17
4.250 120-16
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 126-20 126-16
PP 126-17 126-08
S1 126-14 126-01

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

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