ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 137-09 135-30 -1-11 -1.0% 139-02
High 137-24 137-20 -0-04 -0.1% 139-17
Low 135-24 135-01 -0-23 -0.5% 134-26
Close 136-01 137-13 1-12 1.0% 136-30
Range 2-00 2-19 0-19 29.7% 4-23
ATR 2-02 2-03 0-01 1.8% 0-00
Volume 404,643 350,776 -53,867 -13.3% 460,395
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 144-15 143-17 138-27
R3 141-28 140-30 138-04
R2 139-09 139-09 137-28
R1 138-11 138-11 137-21 138-26
PP 136-22 136-22 136-22 136-30
S1 135-24 135-24 137-05 136-07
S2 134-03 134-03 136-30
S3 131-16 133-05 136-22
S4 128-29 130-18 135-31
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 151-08 148-26 139-17
R3 146-17 144-03 138-08
R2 141-26 141-26 137-26
R1 139-12 139-12 137-12 138-08
PP 137-03 137-03 137-03 136-17
S1 134-21 134-21 136-16 133-16
S2 132-12 132-12 136-02
S3 127-21 129-30 135-20
S4 122-30 125-07 134-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-24 135-01 2-23 2.0% 2-01 1.5% 87% False True 273,289
10 139-19 134-26 4-25 3.5% 1-31 1.4% 54% False False 164,622
20 139-28 129-30 9-30 7.2% 2-16 1.8% 75% False False 83,802
40 139-28 121-23 18-05 13.2% 1-29 1.4% 86% False False 42,257
60 139-28 120-28 19-00 13.8% 1-14 1.1% 87% False False 28,186
80 139-28 120-28 19-00 13.8% 1-05 0.8% 87% False False 21,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 148-21
2.618 144-13
1.618 141-26
1.000 140-07
0.618 139-07
HIGH 137-20
0.618 136-20
0.500 136-10
0.382 136-01
LOW 135-01
0.618 133-14
1.000 132-14
1.618 130-27
2.618 128-08
4.250 124-00
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 137-02 137-02
PP 136-22 136-23
S1 136-10 136-12

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

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