ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 137-25 135-06 -2-19 -1.9% 135-11
High 138-07 136-16 -1-23 -1.2% 139-28
Low 135-02 134-26 -0-08 -0.2% 134-04
Close 135-19 136-10 0-23 0.5% 139-00
Range 3-05 1-22 -1-15 -46.5% 5-24
ATR 2-04 2-03 -0-01 -1.5% 0-00
Volume 109,689 142,865 33,176 30.2% 16,807
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 140-30 140-10 137-08
R3 139-08 138-20 136-25
R2 137-18 137-18 136-20
R1 136-30 136-30 136-15 137-08
PP 135-28 135-28 135-28 136-01
S1 135-08 135-08 136-05 135-18
S2 134-06 134-06 136-00
S3 132-16 133-18 135-27
S4 130-26 131-28 135-12
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
5 139-19 134-26 4-25 3.5% 1-30 1.4% 31% False True 55,954
10 139-28 134-03 5-25 4.2% 1-31 1.4% 38% False False 29,426
20 139-28 124-28 15-00 11.0% 2-17 1.9% 76% False False 15,985
40 139-28 120-28 19-00 13.9% 1-24 1.3% 81% False False 8,111
60 139-28 120-28 19-00 13.9% 1-10 1.0% 81% False False 5,413
80 139-28 120-21 19-07 14.1% 1-01 0.8% 81% False False 4,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-22
2.618 140-29
1.618 139-07
1.000 138-06
0.618 137-17
HIGH 136-16
0.618 135-27
0.500 135-21
0.382 135-15
LOW 134-26
0.618 133-25
1.000 133-04
1.618 132-03
2.618 130-13
4.250 127-20
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 136-03 137-01
PP 135-28 136-25
S1 135-21 136-18

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

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