ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 136-14 137-11 0-29 0.7% 140-10
High 137-24 139-00 1-08 0.9% 140-25
Low 136-02 137-01 0-31 0.7% 136-02
Close 137-18 138-05 0-19 0.4% 138-05
Range 1-22 1-31 0-09 16.7% 4-23
ATR 2-07 2-06 -0-01 -0.8% 0-00
Volume 490,771 492,929 2,158 0.4% 2,097,051
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 143-31 143-01 139-08
R3 142-00 141-02 138-22
R2 140-01 140-01 138-17
R1 139-03 139-03 138-11 139-18
PP 138-02 138-02 138-02 138-10
S1 137-04 137-04 137-31 137-19
S2 136-03 136-03 137-25
S3 134-04 135-05 137-20
S4 132-05 133-06 137-02
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 152-16 150-01 140-24
R3 147-25 145-10 139-15
R2 143-02 143-02 139-01
R1 140-19 140-19 138-19 139-15
PP 138-11 138-11 138-11 137-24
S1 135-28 135-28 137-23 134-24
S2 133-20 133-20 137-09
S3 128-29 131-05 136-27
S4 124-06 126-14 135-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-25 136-02 4-23 3.4% 2-00 1.4% 44% False False 419,410
10 141-06 135-16 5-22 4.1% 2-01 1.5% 47% False False 375,459
20 141-06 127-09 13-29 10.1% 2-20 1.9% 78% False False 443,275
40 141-06 122-13 18-25 13.6% 1-31 1.4% 84% False False 378,393
60 141-06 122-05 19-01 13.8% 1-23 1.2% 84% False False 370,380
80 141-06 122-02 19-04 13.8% 1-18 1.1% 84% False False 303,521
100 141-06 116-11 24-27 18.0% 1-12 1.0% 88% False False 242,892
120 141-06 116-11 24-27 18.0% 1-07 0.9% 88% False False 202,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-12
2.618 144-05
1.618 142-06
1.000 140-31
0.618 140-07
HIGH 139-00
0.618 138-08
0.500 138-00
0.382 137-25
LOW 137-01
0.618 135-26
1.000 135-02
1.618 133-27
2.618 131-28
4.250 128-21
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 138-04 138-01
PP 138-02 137-29
S1 138-00 137-25

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

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