ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 126-01 127-18 1-17 1.2% 125-06
High 128-18 129-09 0-23 0.6% 128-18
Low 125-30 127-09 1-11 1.1% 124-22
Close 128-04 129-00 0-28 0.7% 128-04
Range 2-20 2-00 -0-20 -23.8% 3-28
ATR 1-10 1-12 0-02 3.7% 0-00
Volume 393,405 384,997 -8,408 -2.1% 1,516,320
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 134-17 133-24 130-03
R3 132-17 131-24 129-18
R2 130-17 130-17 129-12
R1 129-24 129-24 129-06 130-04
PP 128-17 128-17 128-17 128-23
S1 127-24 127-24 128-26 128-04
S2 126-17 126-17 128-20
S3 124-17 125-24 128-14
S4 122-17 123-24 127-29
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 138-24 137-10 130-08
R3 134-28 133-14 129-06
R2 131-00 131-00 128-27
R1 129-18 129-18 128-15 130-09
PP 127-04 127-04 127-04 127-16
S1 125-22 125-22 127-25 126-13
S2 123-08 123-08 127-13
S3 119-12 121-26 127-02
S4 115-16 117-30 126-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-09 124-22 4-19 3.6% 1-18 1.2% 94% True False 322,482
10 129-09 124-22 4-19 3.6% 1-14 1.1% 94% True False 309,741
20 129-09 122-21 6-20 5.1% 1-11 1.0% 96% True False 320,246
40 129-09 122-05 7-04 5.5% 1-09 1.0% 96% True False 333,627
60 129-09 122-02 7-07 5.6% 1-07 0.9% 96% True False 263,336
80 129-09 116-11 12-30 10.0% 1-02 0.8% 98% True False 197,608
100 129-09 116-11 12-30 10.0% 0-30 0.7% 98% True False 158,096
120 129-09 114-00 15-09 11.8% 0-26 0.6% 98% True False 131,747
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-25
2.618 134-17
1.618 132-17
1.000 131-09
0.618 130-17
HIGH 129-09
0.618 128-17
0.500 128-09
0.382 128-01
LOW 127-09
0.618 126-01
1.000 125-09
1.618 124-01
2.618 122-01
4.250 118-25
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 128-24 128-15
PP 128-17 127-30
S1 128-09 127-13

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

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