ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 125-15 126-28 1-13 1.1% 124-30
High 127-02 126-28 -0-06 -0.1% 127-15
Low 125-00 125-26 0-26 0.7% 124-19
Close 126-20 125-28 -0-24 -0.6% 126-01
Range 2-02 1-02 -1-00 -48.5% 2-28
ATR 1-10 1-09 -0-01 -1.3% 0-00
Volume 361,753 267,379 -94,374 -26.1% 1,863,191
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-12 128-22 126-15
R3 128-10 127-20 126-05
R2 127-08 127-08 126-02
R1 126-18 126-18 125-31 126-12
PP 126-06 126-06 126-06 126-03
S1 125-16 125-16 125-25 125-10
S2 125-04 125-04 125-22
S3 124-02 124-14 125-19
S4 123-00 123-12 125-09
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 134-21 133-07 127-20
R3 131-25 130-11 126-26
R2 128-29 128-29 126-18
R1 127-15 127-15 126-09 128-06
PP 126-01 126-01 126-01 126-12
S1 124-19 124-19 125-25 125-10
S2 123-05 123-05 125-16
S3 120-09 121-23 125-08
S4 117-13 118-27 124-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-02 125-00 2-02 1.6% 1-11 1.1% 42% False False 319,905
10 127-15 122-25 4-22 3.7% 1-13 1.1% 66% False False 338,713
20 127-15 122-05 5-10 4.2% 1-10 1.0% 70% False False 334,264
40 127-15 122-05 5-10 4.2% 1-08 1.0% 70% False False 329,866
60 127-15 119-28 7-19 6.0% 1-03 0.9% 79% False False 222,288
80 127-15 116-11 11-04 8.8% 1-00 0.8% 86% False False 166,766
100 127-15 116-11 11-04 8.8% 0-26 0.7% 86% False False 133,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-12
2.618 129-21
1.618 128-19
1.000 127-30
0.618 127-17
HIGH 126-28
0.618 126-15
0.500 126-11
0.382 126-07
LOW 125-26
0.618 125-05
1.000 124-24
1.618 124-03
2.618 123-01
4.250 121-10
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 126-11 126-01
PP 126-06 125-31
S1 126-01 125-30

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

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