ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 138-26 137-25 -1-01 -0.7% 135-11
High 139-08 138-07 -1-01 -0.7% 139-28
Low 137-18 135-02 -2-16 -1.8% 134-04
Close 137-25 135-19 -2-06 -1.6% 139-00
Range 1-22 3-05 1-15 87.0% 5-24
ATR 2-02 2-04 0-03 3.8% 0-00
Volume 12,127 109,689 97,562 804.5% 16,807
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 145-24 143-27 137-11
R3 142-19 140-22 136-15
R2 139-14 139-14 136-06
R1 137-17 137-17 135-28 136-29
PP 136-09 136-09 136-09 136-00
S1 134-12 134-12 135-10 133-24
S2 133-04 133-04 135-00
S3 129-31 131-07 134-23
S4 126-26 128-02 133-27
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 154-29 152-23 142-05
R3 149-05 146-31 140-19
R2 143-13 143-13 140-02
R1 141-07 141-07 139-17 142-10
PP 137-21 137-21 137-21 138-07
S1 135-15 135-15 138-15 136-18
S2 131-29 131-29 137-30
S3 126-05 129-23 137-13
S4 120-13 123-31 135-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-28 135-02 4-26 3.5% 2-09 1.7% 11% False True 27,879
10 139-28 133-24 6-04 4.5% 2-05 1.6% 30% False False 15,700
20 139-28 124-08 15-20 11.5% 2-16 1.8% 73% False False 8,856
40 139-28 120-28 19-00 14.0% 1-23 1.3% 77% False False 4,542
60 139-28 120-28 19-00 14.0% 1-09 1.0% 77% False False 3,032
80 139-28 120-06 19-22 14.5% 1-00 0.7% 78% False False 2,282
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151-20
2.618 146-15
1.618 143-10
1.000 141-12
0.618 140-05
HIGH 138-07
0.618 137-00
0.500 136-20
0.382 136-09
LOW 135-02
0.618 133-04
1.000 131-29
1.618 129-31
2.618 126-26
4.250 121-21
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 136-20 137-10
PP 136-09 136-23
S1 135-30 136-05

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

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