ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 140-05 139-27 -0-10 -0.2% 140-05
High 140-05 139-27 -0-10 -0.2% 140-31
Low 139-06 139-10 0-04 0.1% 138-08
Close 139-09 139-14 0-05 0.1% 140-10
Range 0-31 0-17 -0-14 -45.2% 2-23
ATR 1-08 1-06 -0-02 -3.9% 0-00
Volume 2 50 48 2,400.0% 52
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 141-04 140-26 139-23
R3 140-19 140-09 139-19
R2 140-02 140-02 139-17
R1 139-24 139-24 139-16 139-20
PP 139-17 139-17 139-17 139-15
S1 139-07 139-07 139-12 139-04
S2 139-00 139-00 139-11
S3 138-15 138-22 139-09
S4 137-30 138-05 139-05
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 148-00 146-28 141-26
R3 145-09 144-05 141-02
R2 142-18 142-18 140-26
R1 141-14 141-14 140-18 142-00
PP 139-27 139-27 139-27 140-04
S1 138-23 138-23 140-02 139-09
S2 137-04 137-04 139-26
S3 134-13 136-00 139-18
S4 131-22 133-09 138-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-05 139-04 2-01 1.5% 0-21 0.5% 15% False False 18
10 141-05 135-25 5-12 3.9% 0-24 0.5% 68% False False 13
20 141-05 134-05 7-00 5.0% 0-17 0.4% 75% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142-03
2.618 141-08
1.618 140-23
1.000 140-12
0.618 140-06
HIGH 139-27
0.618 139-21
0.500 139-18
0.382 139-16
LOW 139-10
0.618 138-31
1.000 138-25
1.618 138-14
2.618 137-29
4.250 137-02
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 139-18 140-06
PP 139-17 139-30
S1 139-16 139-22

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

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