ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 131-22 135-14 3-24 2.8% 127-18
High 135-16 139-27 4-11 3.2% 135-05
Low 131-11 134-02 2-23 2.1% 127-09
Close 135-09 137-06 1-29 1.4% 132-06
Range 4-05 5-25 1-20 39.1% 7-28
ATR 1-29 2-06 0-09 14.4% 0-00
Volume 497,034 583,078 86,044 17.3% 2,533,731
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 154-12 151-18 140-12
R3 148-19 145-25 138-25
R2 142-26 142-26 138-08
R1 140-00 140-00 137-23 141-13
PP 137-01 137-01 137-01 137-24
S1 134-07 134-07 136-21 135-20
S2 131-08 131-08 136-04
S3 125-15 128-14 135-19
S4 119-22 122-21 134-00
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 155-05 151-18 136-17
R3 147-09 143-22 134-11
R2 139-13 139-13 133-20
R1 135-26 135-26 132-29 137-20
PP 131-17 131-17 131-17 132-14
S1 127-30 127-30 131-15 129-24
S2 123-21 123-21 130-24
S3 115-25 120-02 130-01
S4 107-29 112-06 127-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-27 130-15 9-12 6.8% 3-24 2.7% 72% True False 560,170
10 139-27 125-02 14-25 10.8% 2-24 2.0% 82% True False 457,735
20 139-27 124-22 15-05 11.0% 2-01 1.5% 82% True False 384,687
40 139-27 122-05 17-22 12.9% 1-21 1.2% 85% True False 364,406
60 139-27 122-05 17-22 12.9% 1-15 1.1% 85% True False 316,643
80 139-27 118-12 21-15 15.6% 1-09 0.9% 88% True False 237,946
100 139-27 116-11 23-16 17.1% 1-05 0.8% 89% True False 190,384
120 139-27 115-07 24-20 17.9% 0-31 0.7% 89% True False 158,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 164-13
2.618 154-31
1.618 149-06
1.000 145-20
0.618 143-13
HIGH 139-27
0.618 137-20
0.500 136-30
0.382 136-09
LOW 134-02
0.618 130-16
1.000 128-09
1.618 124-23
2.618 118-30
4.250 109-16
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 137-04 136-21
PP 137-01 136-04
S1 136-30 135-19

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

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