ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 140-17 141-17 1-00 0.7% 140-26
High 142-02 142-21 0-19 0.4% 143-04
Low 140-02 141-07 1-05 0.8% 140-06
Close 141-25 141-16 -0-09 -0.2% 140-14
Range 2-00 1-14 -0-18 -28.1% 2-30
ATR 2-06 2-05 -0-02 -2.5% 0-00
Volume 249,578 309,852 60,274 24.2% 1,429,733
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 146-03 145-08 142-09
R3 144-21 143-26 141-29
R2 143-07 143-07 141-24
R1 142-12 142-12 141-20 142-02
PP 141-25 141-25 141-25 141-21
S1 140-30 140-30 141-12 140-20
S2 140-11 140-11 141-08
S3 138-29 139-16 141-03
S4 137-15 138-02 140-23
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 150-02 148-06 142-02
R3 147-04 145-08 141-08
R2 144-06 144-06 140-31
R1 142-10 142-10 140-23 141-25
PP 141-08 141-08 141-08 141-00
S1 139-12 139-12 140-05 138-27
S2 138-10 138-10 139-29
S3 135-12 136-14 139-20
S4 132-14 133-16 138-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-04 140-02 3-02 2.2% 1-31 1.4% 47% False False 281,073
10 143-04 139-20 3-16 2.5% 2-00 1.4% 54% False False 301,124
20 143-04 135-05 7-31 5.6% 2-04 1.5% 80% False False 325,424
40 147-00 135-05 11-27 8.4% 2-07 1.6% 54% False False 326,188
60 147-00 134-26 12-06 8.6% 2-03 1.5% 55% False False 307,281
80 147-00 123-10 23-22 16.7% 2-05 1.5% 77% False False 231,169
100 147-00 120-28 26-04 18.5% 1-30 1.4% 79% False False 184,968
120 147-00 120-28 26-04 18.5% 1-21 1.2% 79% False False 154,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-24
2.618 146-13
1.618 144-31
1.000 144-03
0.618 143-17
HIGH 142-21
0.618 142-03
0.500 141-30
0.382 141-25
LOW 141-07
0.618 140-11
1.000 139-25
1.618 138-29
2.618 137-15
4.250 135-04
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 141-30 141-14
PP 141-25 141-13
S1 141-21 141-12

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

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