ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 126-00 125-03 -0-29 -0.7% 125-31
High 126-01 125-31 -0-02 0.0% 127-02
Low 124-23 125-02 0-11 0.3% 124-23
Close 125-03 125-27 0-24 0.6% 125-27
Range 1-10 0-29 -0-13 -31.0% 2-11
ATR 1-09 1-08 -0-01 -2.1% 0-00
Volume 353,354 213,610 -139,744 -39.5% 1,451,896
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-11 128-00 126-11
R3 127-14 127-03 126-03
R2 126-17 126-17 126-00
R1 126-06 126-06 125-30 126-12
PP 125-20 125-20 125-20 125-23
S1 125-09 125-09 125-24 125-14
S2 124-23 124-23 125-22
S3 123-26 124-12 125-19
S4 122-29 123-15 125-11
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 132-29 131-23 127-04
R3 130-18 129-12 126-16
R2 128-07 128-07 126-09
R1 127-01 127-01 126-02 126-14
PP 125-28 125-28 125-28 125-19
S1 124-22 124-22 125-20 124-04
S2 123-17 123-17 125-13
S3 121-06 122-11 125-06
S4 118-27 120-00 124-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-02 124-23 2-11 1.9% 1-10 1.0% 48% False False 290,379
10 127-15 124-19 2-28 2.3% 1-11 1.1% 43% False False 331,508
20 127-15 122-05 5-10 4.2% 1-10 1.0% 69% False False 328,574
40 127-15 122-05 5-10 4.2% 1-08 1.0% 69% False False 337,435
60 127-15 120-05 7-10 5.8% 1-04 0.9% 78% False False 231,720
80 127-15 116-11 11-04 8.8% 1-00 0.8% 85% False False 173,852
100 127-15 116-11 11-04 8.8% 0-27 0.7% 85% False False 139,083
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 129-26
2.618 128-11
1.618 127-14
1.000 126-28
0.618 126-17
HIGH 125-31
0.618 125-20
0.500 125-16
0.382 125-13
LOW 125-02
0.618 124-16
1.000 124-05
1.618 123-19
2.618 122-22
4.250 121-07
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 125-24 125-26
PP 125-20 125-26
S1 125-16 125-26

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

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