ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 122-12 122-23 0-11 0.3% 121-00
High 122-27 123-06 0-11 0.3% 122-18
Low 122-02 122-20 0-18 0.5% 120-31
Close 122-19 123-03 0-16 0.4% 122-12
Range 0-25 0-18 -0-07 -28.0% 1-19
ATR 1-00 0-31 -0-01 -2.8% 0-00
Volume 194,385 215,021 20,636 10.6% 1,185,109
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 124-21 124-14 123-13
R3 124-03 123-28 123-08
R2 123-17 123-17 123-06
R1 123-10 123-10 123-05 123-14
PP 122-31 122-31 122-31 123-01
S1 122-24 122-24 123-01 122-28
S2 122-13 122-13 123-00
S3 121-27 122-06 122-30
S4 121-09 121-20 122-25
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 126-24 126-05 123-08
R3 125-05 124-18 122-26
R2 123-18 123-18 122-21
R1 122-31 122-31 122-17 123-08
PP 121-31 121-31 121-31 122-04
S1 121-12 121-12 122-07 121-22
S2 120-12 120-12 122-03
S3 118-25 119-25 121-30
S4 117-06 118-06 121-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-06 121-11 1-27 1.5% 0-24 0.6% 95% True False 234,512
10 123-06 120-20 2-18 2.1% 0-25 0.6% 96% True False 222,824
20 123-06 117-28 5-10 4.3% 0-30 0.8% 98% True False 263,422
40 123-22 117-28 5-26 4.7% 1-03 0.9% 90% False False 285,171
60 123-22 115-07 8-15 6.9% 1-03 0.9% 93% False False 238,761
80 123-22 115-07 8-15 6.9% 1-03 0.9% 93% False False 179,229
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 125-18
2.618 124-21
1.618 124-03
1.000 123-24
0.618 123-17
HIGH 123-06
0.618 122-31
0.500 122-29
0.382 122-27
LOW 122-20
0.618 122-09
1.000 122-02
1.618 121-23
2.618 121-05
4.250 120-08
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 123-01 122-29
PP 122-31 122-24
S1 122-29 122-18

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

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