ECBOT 30 Year Treasury Bond Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 142-17 142-14 -0-03 -0.1% 141-16
High 143-06 142-22 -0-16 -0.3% 143-02
Low 141-31 141-10 -0-21 -0.5% 140-16
Close 142-19 141-14 -1-05 -0.8% 142-16
Range 1-07 1-12 0-05 12.8% 2-18
ATR 2-01 1-31 -0-01 -2.3% 0-00
Volume 11,430 5,863 -5,567 -48.7% 51,858
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 145-30 145-02 142-06
R3 144-18 143-22 141-26
R2 143-06 143-06 141-22
R1 142-10 142-10 141-18 142-02
PP 141-26 141-26 141-26 141-22
S1 140-30 140-30 141-10 140-22
S2 140-14 140-14 141-06
S3 139-02 139-18 141-02
S4 137-22 138-06 140-22
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 149-23 148-21 143-29
R3 147-05 146-03 143-07
R2 144-19 144-19 142-31
R1 143-17 143-17 142-24 144-02
PP 142-01 142-01 142-01 142-09
S1 140-31 140-31 142-08 141-16
S2 139-15 139-15 142-01
S3 136-29 138-13 141-25
S4 134-11 135-27 141-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-06 140-16 2-22 1.9% 1-14 1.0% 35% False False 9,173
10 143-06 136-10 6-28 4.9% 1-26 1.3% 75% False False 66,179
20 143-06 135-16 7-22 5.4% 1-30 1.4% 77% False False 224,540
40 143-06 124-22 18-16 13.1% 2-04 1.5% 91% False False 313,345
60 143-06 122-05 21-01 14.9% 1-27 1.3% 92% False False 319,101
80 143-06 122-05 21-01 14.9% 1-21 1.2% 92% False False 314,659
100 143-06 119-16 23-22 16.7% 1-16 1.1% 93% False False 252,423
120 143-06 116-11 26-27 19.0% 1-12 1.0% 93% False False 210,383
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 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-17
2.618 146-09
1.618 144-29
1.000 144-02
0.618 143-17
HIGH 142-22
0.618 142-05
0.500 142-00
0.382 141-27
LOW 141-10
0.618 140-15
1.000 139-30
1.618 139-03
2.618 137-23
4.250 135-15
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 142-00 142-00
PP 141-26 141-26
S1 141-20 141-20

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

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