ECBOT 30 Year Treasury Bond Future December 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 140-23 139-03 -1-20 -1.2% 141-12
High 140-28 139-27 -1-01 -0.7% 141-31
Low 138-23 138-22 -0-01 0.0% 138-22
Close 139-05 139-14 0-09 0.2% 139-14
Range 2-05 1-05 -1-00 -46.4% 3-09
ATR 1-30 1-28 -0-02 -2.9% 0-00
Volume 345,329 239,356 -105,973 -30.7% 1,488,154
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 142-25 142-09 140-02
R3 141-20 141-04 139-24
R2 140-15 140-15 139-21
R1 139-31 139-31 139-17 140-07
PP 139-10 139-10 139-10 139-14
S1 138-26 138-26 139-11 139-02
S2 138-05 138-05 139-07
S3 137-00 137-21 139-04
S4 135-27 136-16 138-26
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 149-28 147-30 141-08
R3 146-19 144-21 140-11
R2 143-10 143-10 140-01
R1 141-12 141-12 139-24 140-22
PP 140-01 140-01 140-01 139-22
S1 138-03 138-03 139-04 137-14
S2 136-24 136-24 138-27
S3 133-15 134-26 138-17
S4 130-06 131-17 137-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-31 138-22 3-09 2.4% 1-16 1.1% 23% False True 297,630
10 141-31 136-26 5-05 3.7% 1-24 1.3% 51% False False 326,158
20 141-31 134-26 7-05 5.1% 1-28 1.3% 65% False False 245,390
40 141-31 123-10 18-21 13.4% 2-02 1.5% 86% False False 123,746
60 141-31 120-28 21-03 15.1% 1-22 1.2% 88% False False 82,544
80 141-31 120-28 21-03 15.1% 1-11 1.0% 88% False False 61,911
100 141-31 118-14 23-17 16.9% 1-03 0.8% 89% False False 49,535
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 144-24
2.618 142-28
1.618 141-23
1.000 141-00
0.618 140-18
HIGH 139-27
0.618 139-13
0.500 139-08
0.382 139-04
LOW 138-22
0.618 137-31
1.000 137-17
1.618 136-26
2.618 135-21
4.250 133-25
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 139-12 139-25
PP 139-10 139-21
S1 139-08 139-18

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

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