ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 136-11 136-17 0-06 0.1% 135-26
High 136-11 138-30 2-19 1.9% 138-30
Low 136-11 136-16 0-05 0.1% 134-05
Close 136-11 139-11 3-00 2.2% 139-11
Range 0-00 2-14 2-14 4-25
ATR 1-06 1-09 0-03 8.4% 0-00
Volume 8 8 0 0.0% 27
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 145-18 144-29 140-22
R3 143-04 142-15 140-00
R2 140-22 140-22 139-25
R1 140-01 140-01 139-18 140-12
PP 138-08 138-08 138-08 138-14
S1 137-19 137-19 139-04 137-30
S2 135-26 135-26 138-29
S3 133-12 135-05 138-22
S4 130-30 132-23 138-00
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 151-26 150-12 141-31
R3 147-01 145-19 140-21
R2 142-08 142-08 140-07
R1 140-26 140-26 139-25 141-17
PP 137-15 137-15 137-15 137-27
S1 136-01 136-01 138-29 136-24
S2 132-22 132-22 138-15
S3 127-29 131-08 138-01
S4 123-04 126-15 136-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-30 134-05 4-25 3.4% 0-29 0.7% 108% True False 5
10 138-30 134-05 4-25 3.4% 0-16 0.4% 108% True False 4
20 138-30 129-00 9-30 7.1% 0-23 0.5% 104% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 149-10
2.618 145-10
1.618 142-28
1.000 141-12
0.618 140-14
HIGH 138-30
0.618 138-00
0.500 137-23
0.382 137-14
LOW 136-16
0.618 135-00
1.000 134-02
1.618 132-18
2.618 130-04
4.250 126-04
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 138-26 138-22
PP 138-08 138-01
S1 137-23 137-12

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.