ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 134-09 134-27 0-18 0.4% 129-00
High 134-09 134-27 0-18 0.4% 137-01
Low 134-09 134-27 0-18 0.4% 129-00
Close 134-09 135-18 1-09 1.0% 134-05
Range
ATR 1-10 1-08 -0-02 -4.1% 0-00
Volume 5 5 0 0.0% 105
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-03 135-10 135-18
R3 135-03 135-10 135-18
R2 135-03 135-03 135-18
R1 135-10 135-10 135-18 135-06
PP 135-03 135-03 135-03 135-01
S1 135-10 135-10 135-18 135-06
S2 135-03 135-03 135-18
S3 135-03 135-10 135-18
S4 135-03 135-10 135-18
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 157-16 153-27 138-18
R3 149-15 145-26 136-12
R2 141-14 141-14 135-20
R1 137-25 137-25 134-29 139-20
PP 133-13 133-13 133-13 134-10
S1 129-24 129-24 133-13 131-18
S2 125-12 125-12 132-22
S3 117-11 121-23 131-30
S4 109-10 113-22 129-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-27 132-24 2-03 1.5% 0-12 0.3% 134% True False 13
10 137-01 129-00 8-01 5.9% 0-30 0.7% 82% False False 13
20 137-01 122-03 14-30 11.0% 0-20 0.5% 90% False False 7
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 0-02
Fibonacci Retracements and Extensions
4.250 134-27
2.618 134-27
1.618 134-27
1.000 134-27
0.618 134-27
HIGH 134-27
0.618 134-27
0.500 134-27
0.382 134-27
LOW 134-27
0.618 134-27
1.000 134-27
1.618 134-27
2.618 134-27
4.250 134-27
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 135-10 135-03
PP 135-03 134-19
S1 134-27 134-04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.