ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 140-05 139-06 -0-31 -0.7% 135-26
High 140-31 139-06 -1-25 -1.3% 138-30
Low 139-29 138-08 -1-21 -1.2% 134-05
Close 139-26 138-17 -1-09 -0.9% 139-11
Range 1-02 0-30 -0-04 -11.8% 4-25
ATR 1-10 1-11 0-01 1.4% 0-00
Volume 11 13 2 18.2% 27
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 141-15 140-30 139-02
R3 140-17 140-00 138-25
R2 139-19 139-19 138-22
R1 139-02 139-02 138-20 138-28
PP 138-21 138-21 138-21 138-18
S1 138-04 138-04 138-14 137-30
S2 137-23 137-23 138-12
S3 136-25 137-06 138-09
S4 135-27 136-08 138-00
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 151-26 150-12 141-31
R3 147-01 145-19 140-21
R2 142-08 142-08 140-07
R1 140-26 140-26 139-25 141-17
PP 137-15 137-15 137-15 137-27
S1 136-01 136-01 138-29 136-24
S2 132-22 132-22 138-15
S3 127-29 131-08 138-01
S4 123-04 126-15 136-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-31 135-25 5-06 3.7% 0-28 0.6% 53% False False 9
10 140-31 134-05 6-26 4.9% 0-22 0.5% 64% False False 6
20 140-31 132-24 8-07 5.9% 0-15 0.3% 70% False False 11
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 False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143-06
2.618 141-21
1.618 140-23
1.000 140-04
0.618 139-25
HIGH 139-06
0.618 138-27
0.500 138-23
0.382 138-19
LOW 138-08
0.618 137-21
1.000 137-10
1.618 136-23
2.618 135-25
4.250 134-08
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 138-23 138-24
PP 138-21 138-21
S1 138-19 138-19

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

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