ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 139-17 140-10 0-25 0.6% 136-12
High 140-29 140-25 -0-04 -0.1% 141-06
Low 139-00 139-12 0-12 0.3% 135-16
Close 140-07 140-05 -0-02 0.0% 140-07
Range 1-29 1-13 -0-16 -26.2% 5-22
ATR 2-09 2-07 -0-02 -2.7% 0-00
Volume 352,282 266,110 -86,172 -24.5% 1,657,545
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 144-10 143-21 140-30
R3 142-29 142-08 140-17
R2 141-16 141-16 140-13
R1 140-27 140-27 140-09 140-15
PP 140-03 140-03 140-03 139-30
S1 139-14 139-14 140-01 139-02
S2 138-22 138-22 139-29
S3 137-09 138-01 139-25
S4 135-28 136-20 139-12
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 156-01 153-26 143-11
R3 150-11 148-04 141-25
R2 144-21 144-21 141-08
R1 142-14 142-14 140-24 143-18
PP 138-31 138-31 138-31 139-17
S1 136-24 136-24 139-22 137-28
S2 133-09 133-09 139-06
S3 127-19 131-02 138-21
S4 121-29 125-12 137-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-06 135-16 5-22 4.1% 2-02 1.5% 82% False False 340,794
10 141-06 134-02 7-04 5.1% 2-21 1.9% 86% False False 400,381
20 141-06 124-22 16-16 11.8% 2-15 1.8% 94% False False 413,099
40 141-06 122-05 19-01 13.6% 1-29 1.4% 95% False False 372,177
60 141-06 122-05 19-01 13.6% 1-21 1.2% 95% False False 362,234
80 141-06 120-16 20-22 14.8% 1-15 1.1% 95% False False 280,656
100 141-06 116-11 24-27 17.7% 1-10 0.9% 96% False False 224,589
120 141-06 116-11 24-27 17.7% 1-04 0.8% 96% False False 187,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146-24
2.618 144-15
1.618 143-02
1.000 142-06
0.618 141-21
HIGH 140-25
0.618 140-08
0.500 140-02
0.382 139-29
LOW 139-12
0.618 138-16
1.000 137-31
1.618 137-03
2.618 135-22
4.250 133-13
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 140-04 139-30
PP 140-03 139-23
S1 140-02 139-16

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

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