ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 141-27 140-19 -1-08 -0.9% 142-17
High 142-01 141-03 -0-30 -0.7% 143-06
Low 140-00 140-00 0-00 0.0% 140-00
Close 140-13 140-23 0-10 0.2% 140-23
Range 2-01 1-03 -0-30 -46.2% 3-06
ATR 1-30 1-28 -0-02 -3.1% 0-00
Volume 4,473 4,758 285 6.4% 30,104
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 143-28 143-13 141-10
R3 142-25 142-10 141-01
R2 141-22 141-22 140-29
R1 141-07 141-07 140-26 141-14
PP 140-19 140-19 140-19 140-23
S1 140-04 140-04 140-20 140-12
S2 139-16 139-16 140-17
S3 138-13 139-01 140-13
S4 137-10 137-30 140-04
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 150-28 148-31 142-15
R3 147-22 145-25 141-19
R2 144-16 144-16 141-10
R1 142-19 142-19 141-00 141-30
PP 141-10 141-10 141-10 140-31
S1 139-13 139-13 140-14 138-24
S2 138-04 138-04 140-04
S3 134-30 136-07 139-27
S4 131-24 133-01 138-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-06 140-00 3-06 2.3% 1-13 1.0% 23% False True 6,020
10 143-06 138-10 4-28 3.5% 1-21 1.2% 49% False False 11,721
20 143-06 136-02 7-04 5.1% 1-26 1.3% 65% False False 170,902
40 143-06 124-22 18-16 13.1% 2-04 1.5% 87% False False 289,103
60 143-06 122-05 21-01 14.9% 1-27 1.3% 88% False False 305,376
80 143-06 122-05 21-01 14.9% 1-22 1.2% 88% False False 312,564
100 143-06 119-28 23-10 16.6% 1-17 1.1% 89% False False 252,543
120 143-06 116-11 26-27 19.1% 1-12 1.0% 91% False False 210,490
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 145-24
2.618 143-31
1.618 142-28
1.000 142-06
0.618 141-25
HIGH 141-03
0.618 140-22
0.500 140-18
0.382 140-13
LOW 140-00
0.618 139-10
1.000 138-29
1.618 138-07
2.618 137-04
4.250 135-11
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 140-21 141-02
PP 140-19 140-30
S1 140-18 140-26

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

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