ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 142-30 141-16 -1-14 -1.0% 140-01
High 143-11 142-04 -1-07 -0.9% 147-00
Low 140-24 139-26 -0-30 -0.7% 140-01
Close 140-25 140-30 0-05 0.1% 144-23
Range 2-19 2-10 -0-09 -10.8% 6-31
ATR 2-05 2-05 0-00 0.6% 0-00
Volume 320,291 347,866 27,575 8.6% 1,802,658
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 147-29 146-23 142-07
R3 145-19 144-13 141-18
R2 143-09 143-09 141-12
R1 142-03 142-03 141-05 141-17
PP 140-31 140-31 140-31 140-22
S1 139-25 139-25 140-23 139-07
S2 138-21 138-21 140-16
S3 136-11 137-15 140-10
S4 134-01 135-05 139-21
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 164-26 161-24 148-18
R3 157-27 154-25 146-20
R2 150-28 150-28 146-00
R1 147-26 147-26 145-11 149-11
PP 143-29 143-29 143-29 144-22
S1 140-27 140-27 144-03 142-12
S2 136-30 136-30 143-14
S3 129-31 133-28 142-26
S4 123-00 126-29 140-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-00 139-26 7-06 5.1% 2-23 1.9% 16% False True 378,238
10 147-00 138-22 8-10 5.9% 2-08 1.6% 27% False False 336,446
20 147-00 135-01 11-31 8.5% 2-02 1.5% 49% False False 339,839
40 147-00 129-11 17-21 12.5% 2-09 1.6% 66% False False 193,122
60 147-00 121-11 25-21 18.2% 1-29 1.3% 76% False False 128,869
80 147-00 120-28 26-04 18.5% 1-17 1.1% 77% False False 96,656
100 147-00 120-28 26-04 18.5% 1-09 0.9% 77% False False 77,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-14
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 151-30
2.618 148-06
1.618 145-28
1.000 144-14
0.618 143-18
HIGH 142-04
0.618 141-08
0.500 140-31
0.382 140-22
LOW 139-26
0.618 138-12
1.000 137-16
1.618 136-02
2.618 133-24
4.250 130-00
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 140-31 142-18
PP 140-31 142-01
S1 140-30 141-15

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

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