ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 139-27 139-00 -0-27 -0.6% 140-05
High 139-27 139-00 -0-27 -0.6% 140-31
Low 139-10 138-06 -1-04 -0.8% 138-08
Close 139-14 138-09 -1-05 -0.8% 140-10
Range 0-17 0-26 0-09 52.9% 2-23
ATR 1-06 1-06 0-00 0.3% 0-00
Volume 50 72 22 44.0% 52
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 140-30 140-13 138-23
R3 140-04 139-19 138-16
R2 139-10 139-10 138-14
R1 138-25 138-25 138-11 138-20
PP 138-16 138-16 138-16 138-13
S1 137-31 137-31 138-07 137-26
S2 137-22 137-22 138-04
S3 136-28 137-05 138-02
S4 136-02 136-11 137-27
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
5 141-05 138-06 2-31 2.1% 0-26 0.6% 3% False True 30
10 141-05 136-11 4-26 3.5% 0-27 0.6% 40% False False 20
20 141-05 134-05 7-00 5.1% 0-18 0.4% 59% False False 14
40 141-05 122-03 19-02 13.8% 0-19 0.4% 85% False False 10
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 True
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-14
2.618 141-04
1.618 140-10
1.000 139-26
0.618 139-16
HIGH 139-00
0.618 138-22
0.500 138-19
0.382 138-16
LOW 138-06
0.618 137-22
1.000 137-12
1.618 136-28
2.618 136-02
4.250 134-24
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 138-19 139-06
PP 138-16 138-28
S1 138-12 138-18

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.