ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 135-30 137-18 1-20 1.2% 136-26
High 137-20 140-13 2-25 2.0% 140-13
Low 135-01 136-26 1-25 1.3% 135-01
Close 137-13 140-11 2-30 2.1% 140-11
Range 2-19 3-19 1-00 38.6% 5-12
ATR 2-03 2-07 0-03 5.1% 0-00
Volume 350,776 433,326 82,550 23.5% 1,612,010
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 149-31 148-24 142-10
R3 146-12 145-05 141-11
R2 142-25 142-25 141-00
R1 141-18 141-18 140-22 142-06
PP 139-06 139-06 139-06 139-16
S1 137-31 137-31 140-00 138-18
S2 135-19 135-19 139-22
S3 132-00 134-12 139-11
S4 128-13 130-25 138-12
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 154-23 152-29 143-10
R3 149-11 147-17 141-26
R2 143-31 143-31 141-11
R1 142-05 142-05 140-27 143-02
PP 138-19 138-19 138-19 139-02
S1 136-25 136-25 139-27 137-22
S2 133-07 133-07 139-11
S3 127-27 131-13 138-28
S4 122-15 126-01 137-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-13 135-01 5-12 3.8% 2-11 1.7% 99% True False 322,402
10 140-13 134-26 5-19 4.0% 2-05 1.5% 99% True False 207,240
20 140-13 129-30 10-15 7.5% 2-16 1.8% 99% True False 105,336
40 140-13 123-10 17-03 12.2% 1-31 1.4% 100% True False 53,089
60 140-13 120-28 19-17 13.9% 1-16 1.1% 100% True False 35,408
80 140-13 120-28 19-17 13.9% 1-06 0.8% 100% True False 26,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 155-22
2.618 149-26
1.618 146-07
1.000 144-00
0.618 142-20
HIGH 140-13
0.618 139-01
0.500 138-20
0.382 138-06
LOW 136-26
0.618 134-19
1.000 133-07
1.618 131-00
2.618 127-13
4.250 121-17
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 139-24 139-15
PP 139-06 138-19
S1 138-20 137-23

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

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