ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 139-09 139-10 0-01 0.0% 141-12
High 139-28 140-05 0-09 0.2% 141-14
Low 138-16 138-20 0-04 0.1% 137-27
Close 139-15 139-00 -0-15 -0.3% 138-13
Range 1-12 1-17 0-05 11.4% 3-19
ATR 2-04 2-03 -0-01 -2.0% 0-00
Volume 295,647 362,313 66,666 22.5% 1,262,385
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 143-27 142-31 139-27
R3 142-10 141-14 139-13
R2 140-25 140-25 139-09
R1 139-29 139-29 139-04 139-18
PP 139-08 139-08 139-08 139-03
S1 138-12 138-12 138-28 138-02
S2 137-23 137-23 138-23
S3 136-06 136-27 138-19
S4 134-21 135-10 138-05
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 150-00 147-26 140-12
R3 146-13 144-07 139-13
R2 142-26 142-26 139-02
R1 140-20 140-20 138-24 139-30
PP 139-07 139-07 139-07 138-28
S1 137-01 137-01 138-02 136-10
S2 135-20 135-20 137-24
S3 132-01 133-14 137-13
S4 128-14 129-27 136-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-00 137-13 3-19 2.6% 1-29 1.4% 44% False False 310,750
10 142-24 137-13 5-11 3.8% 2-01 1.5% 30% False False 290,086
20 147-00 137-13 9-19 6.9% 2-04 1.5% 17% False False 314,782
40 147-00 134-26 12-06 8.8% 2-01 1.5% 34% False False 311,613
60 147-00 124-08 22-24 16.4% 2-06 1.6% 65% False False 210,694
80 147-00 120-28 26-04 18.8% 1-28 1.3% 69% False False 158,077
100 147-00 120-28 26-04 18.8% 1-19 1.1% 69% False False 126,464
120 147-00 120-06 26-26 19.3% 1-11 1.0% 70% False False 105,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-21
2.618 144-05
1.618 142-20
1.000 141-22
0.618 141-03
HIGH 140-05
0.618 139-18
0.500 139-12
0.382 139-07
LOW 138-20
0.618 137-22
1.000 137-03
1.618 136-05
2.618 134-20
4.250 132-04
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 139-12 139-24
PP 139-08 139-16
S1 139-04 139-08

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

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