ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 116-00 117-21 1-21 1.4% 115-22
High 116-00 117-21 1-21 1.4% 116-04
Low 116-00 117-21 1-21 1.4% 115-07
Close 116-00 117-21 1-21 1.4% 116-00
Range
ATR
Volume 3 3 0 0.0% 19
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 117-21 117-21 117-21
R3 117-21 117-21 117-21
R2 117-21 117-21 117-21
R1 117-21 117-21 117-21 117-21
PP 117-21 117-21 117-21 117-21
S1 117-21 117-21 117-21 117-21
S2 117-21 117-21 117-21
S3 117-21 117-21 117-21
S4 117-21 117-21 117-21
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 118-16 118-05 116-16
R3 117-19 117-08 116-08
R2 116-22 116-22 116-05
R1 116-11 116-11 116-03 116-16
PP 115-25 115-25 115-25 115-28
S1 115-14 115-14 115-29 115-20
S2 114-28 114-28 115-27
S3 113-31 114-17 115-24
S4 113-02 113-20 115-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-21 115-07 2-14 2.1% 0-06 0.2% 100% True False 3
10 117-21 114-00 3-21 3.1% 0-05 0.1% 100% 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
4.250 117-21
2.618 117-21
1.618 117-21
1.000 117-21
0.618 117-21
HIGH 117-21
0.618 117-21
0.500 117-21
0.382 117-21
LOW 117-21
0.618 117-21
1.000 117-21
1.618 117-21
2.618 117-21
4.250 117-21
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 117-21 117-08
PP 117-21 116-27
S1 117-21 116-14

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

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