ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 120-02 120-13 0-11 0.3% 119-08
High 120-22 120-13 -0-09 -0.2% 119-31
Low 120-02 119-28 -0-06 -0.2% 118-15
Close 120-21 119-29 -0-24 -0.6% 119-17
Range 0-20 0-17 -0-03 -15.0% 1-16
ATR 0-23 0-23 0-00 0.6% 0-00
Volume 421 620 199 47.3% 1,007
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 121-21 121-10 120-06
R3 121-04 120-25 120-02
R2 120-19 120-19 120-00
R1 120-08 120-08 119-31 120-05
PP 120-02 120-02 120-02 120-00
S1 119-23 119-23 119-27 119-20
S2 119-17 119-17 119-26
S3 119-00 119-06 119-24
S4 118-15 118-21 119-20
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 123-26 123-06 120-11
R3 122-10 121-22 119-30
R2 120-26 120-26 119-26
R1 120-06 120-06 119-21 120-16
PP 119-10 119-10 119-10 119-16
S1 118-22 118-22 119-13 119-00
S2 117-26 117-26 119-08
S3 116-10 117-06 119-04
S4 114-26 115-22 118-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-22 119-13 1-09 1.1% 0-16 0.4% 39% False False 315
10 120-22 117-15 3-07 2.7% 0-23 0.6% 76% False False 271
20 120-22 116-11 4-11 3.6% 0-22 0.6% 82% False False 247
40 121-05 116-11 4-26 4.0% 0-14 0.4% 74% False False 128
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-21
2.618 121-26
1.618 121-09
1.000 120-30
0.618 120-24
HIGH 120-13
0.618 120-07
0.500 120-04
0.382 120-02
LOW 119-28
0.618 119-17
1.000 119-11
1.618 119-00
2.618 118-15
4.250 117-20
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 120-04 120-04
PP 120-02 120-02
S1 120-00 120-00

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.