ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 136-12 135-20 -0-24 -0.5% 131-22
High 136-30 137-10 0-12 0.3% 139-27
Low 135-17 135-16 -0-01 0.0% 131-11
Close 136-05 137-02 0-29 0.7% 136-30
Range 1-13 1-26 0-13 28.9% 8-16
ATR 2-09 2-08 -0-01 -1.5% 0-00
Volume 219,683 314,145 94,462 43.0% 2,577,190
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 142-02 141-12 138-02
R3 140-08 139-18 137-18
R2 138-14 138-14 137-13
R1 137-24 137-24 137-07 138-03
PP 136-20 136-20 136-20 136-26
S1 135-30 135-30 136-29 136-09
S2 134-26 134-26 136-23
S3 133-00 134-04 136-18
S4 131-06 132-10 136-02
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 161-17 157-24 141-20
R3 153-01 149-08 139-09
R2 144-17 144-17 138-16
R1 140-24 140-24 137-23 142-20
PP 136-01 136-01 136-01 137-00
S1 132-08 132-08 136-05 134-04
S2 127-17 127-17 135-12
S3 119-01 123-24 134-19
S4 110-17 115-08 132-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-04 135-02 4-02 3.0% 2-14 1.8% 49% False False 406,181
10 139-27 130-15 9-12 6.8% 3-03 2.3% 70% False False 483,176
20 139-27 124-22 15-05 11.1% 2-09 1.7% 82% False False 399,770
40 139-27 122-05 17-22 12.9% 1-25 1.3% 84% False False 367,643
60 139-27 122-05 17-22 12.9% 1-19 1.2% 84% False False 349,489
80 139-27 119-19 20-08 14.8% 1-13 1.0% 86% False False 263,319
100 139-27 116-11 23-16 17.1% 1-08 0.9% 88% False False 210,693
120 139-27 116-11 23-16 17.1% 1-02 0.8% 88% False False 175,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145-00
2.618 142-02
1.618 140-08
1.000 139-04
0.618 138-14
HIGH 137-10
0.618 136-20
0.500 136-13
0.382 136-06
LOW 135-16
0.618 134-12
1.000 133-22
1.618 132-18
2.618 130-24
4.250 127-26
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 136-27 136-26
PP 136-20 136-18
S1 136-13 136-10

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

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