ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 140-01 141-18 1-17 1.1% 141-12
High 141-29 141-27 -0-02 0.0% 141-31
Low 140-01 140-21 0-20 0.4% 138-22
Close 141-23 141-12 -0-11 -0.2% 139-14
Range 1-28 1-06 -0-22 -36.7% 3-09
ATR 1-30 1-28 -0-02 -2.7% 0-00
Volume 268,603 228,000 -40,603 -15.1% 1,488,154
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 144-27 144-10 142-01
R3 143-21 143-04 141-22
R2 142-15 142-15 141-19
R1 141-30 141-30 141-15 141-20
PP 141-09 141-09 141-09 141-04
S1 140-24 140-24 141-09 140-14
S2 140-03 140-03 141-05
S3 138-29 139-18 141-02
S4 137-23 138-12 140-23
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
5 141-29 138-22 3-07 2.3% 1-18 1.1% 83% False False 296,684
10 141-31 138-22 3-09 2.3% 1-17 1.1% 82% False False 286,376
20 141-31 134-26 7-05 5.1% 1-27 1.3% 92% False False 269,465
40 141-31 123-10 18-21 13.2% 2-03 1.5% 97% False False 136,149
60 141-31 120-28 21-03 14.9% 1-23 1.2% 97% False False 90,820
80 141-31 120-28 21-03 14.9% 1-12 1.0% 97% False False 68,118
100 141-31 119-14 22-17 15.9% 1-04 0.8% 97% False False 54,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 146-28
2.618 144-30
1.618 143-24
1.000 143-01
0.618 142-18
HIGH 141-27
0.618 141-12
0.500 141-08
0.382 141-04
LOW 140-21
0.618 139-30
1.000 139-15
1.618 138-24
2.618 137-18
4.250 135-20
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 141-11 141-00
PP 141-09 140-21
S1 141-08 140-10

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

View Archives - Comment on this page... - Back to Index of Symbols