ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 118-15 118-25 0-10 0.3% 117-30
High 119-05 119-06 0-01 0.0% 118-28
Low 118-05 118-15 0-10 0.3% 116-26
Close 118-30 118-31 0-01 0.0% 118-13
Range 1-00 0-23 -0-09 -28.1% 2-02
ATR 1-12 1-11 -0-02 -3.4% 0-00
Volume 263,682 273,753 10,071 3.8% 1,669,041
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-01 120-23 119-12
R3 120-10 120-00 119-05
R2 119-19 119-19 119-03
R1 119-09 119-09 119-01 119-14
PP 118-28 118-28 118-28 118-30
S1 118-18 118-18 118-29 118-23
S2 118-05 118-05 118-27
S3 117-14 117-27 118-25
S4 116-23 117-04 118-18
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 124-07 123-12 119-17
R3 122-05 121-10 118-31
R2 120-03 120-03 118-25
R1 119-08 119-08 118-19 119-22
PP 118-01 118-01 118-01 118-08
S1 117-06 117-06 118-07 117-20
S2 115-31 115-31 118-01
S3 113-29 115-04 117-27
S4 111-27 113-02 117-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-06 116-26 2-12 2.0% 1-05 1.0% 91% True False 339,038
10 120-22 116-26 3-28 3.3% 1-07 1.0% 56% False False 327,100
20 121-26 116-26 5-00 4.2% 1-10 1.1% 43% False False 321,050
40 122-07 116-26 5-13 4.5% 1-12 1.2% 40% False False 266,407
60 128-00 116-26 11-06 9.4% 1-15 1.2% 19% False False 260,292
80 131-16 116-26 14-22 12.3% 1-15 1.2% 15% False False 197,393
100 134-04 116-26 17-10 14.6% 1-12 1.2% 12% False False 157,991
120 134-04 116-26 17-10 14.6% 1-07 1.0% 12% False False 131,663
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-10
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 122-08
2.618 121-02
1.618 120-11
1.000 119-29
0.618 119-20
HIGH 119-06
0.618 118-29
0.500 118-26
0.382 118-24
LOW 118-15
0.618 118-01
1.000 117-24
1.618 117-10
2.618 116-19
4.250 115-13
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 118-30 118-25
PP 118-28 118-19
S1 118-26 118-14

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

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