ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 140-01 138-23 -1-10 -0.9% 142-23
High 140-13 140-10 -0-03 -0.1% 146-13
Low 137-30 138-19 0-21 0.5% 140-07
Close 138-18 139-17 0-31 0.7% 141-10
Range 2-15 1-23 -0-24 -30.4% 6-06
ATR 2-07 2-06 -0-01 -1.5% 0-00
Volume 301,277 346,832 45,555 15.1% 1,697,835
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 144-20 143-26 140-15
R3 142-29 142-03 140-00
R2 141-06 141-06 139-27
R1 140-12 140-12 139-22 140-25
PP 139-15 139-15 139-15 139-22
S1 138-21 138-21 139-12 139-02
S2 137-24 137-24 139-07
S3 136-01 136-30 139-02
S4 134-10 135-07 138-19
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 161-07 157-14 144-23
R3 155-01 151-08 143-00
R2 148-27 148-27 142-14
R1 145-02 145-02 141-28 143-28
PP 142-21 142-21 142-21 142-01
S1 138-28 138-28 140-24 137-22
S2 136-15 136-15 140-06
S3 130-09 132-22 139-20
S4 124-03 126-16 137-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-24 137-30 4-26 3.4% 2-05 1.5% 33% False False 269,423
10 146-13 137-30 8-15 6.1% 2-05 1.5% 19% False False 305,579
20 147-00 137-30 9-02 6.5% 2-05 1.5% 18% False False 318,961
40 147-00 134-26 12-06 8.7% 2-02 1.5% 39% False False 276,254
60 147-00 123-10 23-22 17.0% 2-03 1.5% 68% False False 184,829
80 147-00 120-28 26-04 18.7% 1-26 1.3% 71% False False 138,656
100 147-00 120-28 26-04 18.7% 1-16 1.1% 71% False False 110,927
120 147-00 118-14 28-18 20.5% 1-08 0.9% 74% False False 92,445
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-20
2.618 144-26
1.618 143-03
1.000 142-01
0.618 141-12
HIGH 140-10
0.618 139-21
0.500 139-14
0.382 139-08
LOW 138-19
0.618 137-17
1.000 136-28
1.618 135-26
2.618 134-03
4.250 131-09
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 139-16 139-14
PP 139-15 139-11
S1 139-14 139-08

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

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