ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 130-23 131-15 0-24 0.6% 126-04
High 130-23 131-15 0-24 0.6% 131-15
Low 130-23 131-15 0-24 0.6% 126-04
Close 130-23 129-13 -1-10 -1.0% 129-13
Range
ATR
Volume 6 6 0 0.0% 24
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 130-25 130-03 129-13
R3 130-25 130-03 129-13
R2 130-25 130-25 129-13
R1 130-03 130-03 129-13 130-14
PP 130-25 130-25 130-25 130-30
S1 130-03 130-03 129-13 130-14
S2 130-25 130-25 129-13
S3 130-25 130-03 129-13
S4 130-25 130-03 129-13
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 145-01 142-18 132-11
R3 139-22 137-07 130-28
R2 134-11 134-11 130-12
R1 131-28 131-28 129-29 133-04
PP 129-00 129-00 129-00 129-20
S1 126-17 126-17 128-29 127-24
S2 123-21 123-21 128-14
S3 118-10 121-06 127-30
S4 112-31 115-27 126-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-15 126-04 5-11 4.1% 0-16 0.4% 61% True False 4
10 131-15 122-03 9-12 7.2% 0-10 0.2% 78% True False 3
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 131-15
2.618 131-15
1.618 131-15
1.000 131-15
0.618 131-15
HIGH 131-15
0.618 131-15
0.500 131-15
0.382 131-15
LOW 131-15
0.618 131-15
1.000 131-15
1.618 131-15
2.618 131-15
4.250 131-15
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 131-15 129-26
PP 130-25 129-22
S1 130-03 129-17

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

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