ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 138-27 141-16 2-21 1.9% 138-01
High 141-20 143-02 1-14 1.0% 141-20
Low 138-10 141-16 3-06 2.3% 136-10
Close 141-18 142-01 0-15 0.3% 141-18
Range 3-10 1-18 -1-24 -52.8% 5-10
ATR 2-08 2-06 -0-02 -2.2% 0-00
Volume 35,255 23,284 -11,971 -34.0% 886,750
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 146-28 146-01 142-28
R3 145-10 144-15 142-15
R2 143-24 143-24 142-10
R1 142-29 142-29 142-06 143-10
PP 142-06 142-06 142-06 142-13
S1 141-11 141-11 141-28 141-24
S2 140-20 140-20 141-24
S3 139-02 139-25 141-19
S4 137-16 138-07 141-06
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 155-25 153-31 144-16
R3 150-15 148-21 143-01
R2 145-05 145-05 142-17
R1 143-11 143-11 142-02 144-08
PP 139-27 139-27 139-27 140-09
S1 138-01 138-01 141-02 138-30
S2 134-17 134-17 140-19
S3 129-07 132-23 140-03
S4 123-29 127-13 138-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-02 136-10 6-24 4.8% 2-07 1.6% 85% True False 123,185
10 143-02 136-02 7-00 4.9% 2-05 1.5% 85% True False 274,097
20 143-02 134-02 9-00 6.3% 2-13 1.7% 89% True False 337,239
40 143-02 124-22 18-12 12.9% 2-03 1.5% 94% True False 357,383
60 143-02 122-05 20-29 14.7% 1-26 1.3% 95% True False 349,962
80 143-02 122-05 20-29 14.7% 1-20 1.2% 95% True False 314,555
100 143-02 118-00 25-02 17.6% 1-15 1.0% 96% True False 251,975
120 143-02 116-11 26-23 18.8% 1-10 0.9% 96% True False 210,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 149-22
2.618 147-05
1.618 145-19
1.000 144-20
0.618 144-01
HIGH 143-02
0.618 142-15
0.500 142-09
0.382 142-03
LOW 141-16
0.618 140-17
1.000 139-30
1.618 138-31
2.618 137-13
4.250 134-28
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 142-09 141-08
PP 142-06 140-15
S1 142-04 139-22

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

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