ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 126-28 126-00 -0-28 -0.7% 124-30
High 126-28 126-01 -0-27 -0.7% 127-15
Low 125-26 124-23 -1-03 -0.9% 124-19
Close 125-28 125-03 -0-25 -0.6% 126-01
Range 1-02 1-10 0-08 23.5% 2-28
ATR 1-09 1-09 0-00 0.2% 0-00
Volume 267,379 353,354 85,975 32.2% 1,863,191
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-07 128-15 125-26
R3 127-29 127-05 125-15
R2 126-19 126-19 125-11
R1 125-27 125-27 125-07 125-18
PP 125-09 125-09 125-09 125-04
S1 124-17 124-17 124-31 124-08
S2 123-31 123-31 124-27
S3 122-21 123-07 124-23
S4 121-11 121-29 124-12
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 134-21 133-07 127-20
R3 131-25 130-11 126-26
R2 128-29 128-29 126-18
R1 127-15 127-15 126-09 128-06
PP 126-01 126-01 126-01 126-12
S1 124-19 124-19 125-25 125-10
S2 123-05 123-05 125-16
S3 120-09 121-23 125-08
S4 117-13 118-27 124-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-02 124-23 2-11 1.9% 1-11 1.1% 16% False True 309,942
10 127-15 122-31 4-16 3.6% 1-14 1.2% 47% False False 347,576
20 127-15 122-05 5-10 4.2% 1-10 1.1% 55% False False 337,922
40 127-15 122-05 5-10 4.2% 1-08 1.0% 55% False False 336,024
60 127-15 119-28 7-19 6.1% 1-04 0.9% 69% False False 228,170
80 127-15 116-11 11-04 8.9% 1-00 0.8% 79% False False 171,183
100 127-15 116-11 11-04 8.9% 0-27 0.7% 79% False False 136,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-20
2.618 129-15
1.618 128-05
1.000 127-11
0.618 126-27
HIGH 126-01
0.618 125-17
0.500 125-12
0.382 125-07
LOW 124-23
0.618 123-29
1.000 123-13
1.618 122-19
2.618 121-09
4.250 119-04
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 125-12 125-28
PP 125-09 125-20
S1 125-06 125-12

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

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