ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 140-20 141-03 0-15 0.3% 141-16
High 141-24 142-26 1-02 0.7% 143-02
Low 140-16 140-26 0-10 0.2% 140-16
Close 141-11 142-16 1-05 0.8% 142-16
Range 1-08 2-00 0-24 60.0% 2-18
ATR 2-03 2-03 0-00 -0.3% 0-00
Volume 12,559 7,048 -5,511 -43.9% 51,858
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 148-01 147-09 143-19
R3 146-01 145-09 143-02
R2 144-01 144-01 142-28
R1 143-09 143-09 142-22 143-21
PP 142-01 142-01 142-01 142-08
S1 141-09 141-09 142-10 141-21
S2 140-01 140-01 142-04
S3 138-01 139-09 141-30
S4 136-01 137-09 141-13
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 149-23 148-21 143-29
R3 147-05 146-03 143-07
R2 144-19 144-19 142-31
R1 143-17 143-17 142-24 144-02
PP 142-01 142-01 142-01 142-09
S1 140-31 140-31 142-08 141-16
S2 139-15 139-15 142-01
S3 136-29 138-13 141-25
S4 134-11 135-27 141-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-02 138-10 4-24 3.3% 1-28 1.3% 88% False False 17,422
10 143-02 136-10 6-24 4.7% 1-30 1.4% 92% False False 143,153
20 143-02 135-11 7-23 5.4% 1-31 1.4% 93% False False 250,273
40 143-02 124-22 18-12 12.9% 2-04 1.5% 97% False False 327,094
60 143-02 122-05 20-29 14.7% 1-26 1.3% 97% False False 330,742
80 143-02 122-05 20-29 14.7% 1-21 1.2% 97% False False 314,713
100 143-02 119-06 23-28 16.8% 1-15 1.0% 98% False False 252,256
120 143-02 116-11 26-23 18.8% 1-11 0.9% 98% False False 210,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151-10
2.618 148-02
1.618 146-02
1.000 144-26
0.618 144-02
HIGH 142-26
0.618 142-02
0.500 141-26
0.382 141-18
LOW 140-26
0.618 139-18
1.000 138-26
1.618 137-18
2.618 135-18
4.250 132-10
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 142-09 142-07
PP 142-01 141-30
S1 141-26 141-21

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

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