ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 140-16 142-25 2-09 1.6% 141-05
High 142-29 146-03 3-06 2.2% 141-05
Low 140-13 142-24 2-11 1.7% 138-06
Close 142-17 145-21 3-04 2.2% 138-18
Range 2-16 3-11 0-27 33.8% 2-31
ATR 1-09 1-14 0-05 12.9% 0-00
Volume 56 164 108 192.9% 274
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 154-28 153-19 147-16
R3 151-17 150-08 146-18
R2 148-06 148-06 146-09
R1 146-29 146-29 145-31 147-18
PP 144-27 144-27 144-27 145-05
S1 143-18 143-18 145-11 144-06
S2 141-16 141-16 145-01
S3 138-05 140-07 144-24
S4 134-26 136-28 143-26
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 148-07 146-11 140-06
R3 145-08 143-12 139-12
R2 142-09 142-09 139-03
R1 140-13 140-13 138-27 139-28
PP 139-10 139-10 139-10 139-01
S1 137-14 137-14 138-09 136-28
S2 136-11 136-11 138-01
S3 133-12 134-15 137-24
S4 130-13 131-16 136-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-03 138-17 7-18 5.2% 1-18 1.1% 94% True False 98
10 146-03 138-06 7-29 5.4% 1-06 0.8% 94% True False 64
20 146-03 134-05 11-30 8.2% 0-30 0.6% 96% True False 35
40 146-03 123-04 22-31 15.8% 0-25 0.5% 98% True False 22
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 0-00
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 160-10
2.618 154-27
1.618 151-16
1.000 149-14
0.618 148-05
HIGH 146-03
0.618 144-26
0.500 144-14
0.382 144-01
LOW 142-24
0.618 140-22
1.000 139-13
1.618 137-11
2.618 134-00
4.250 128-17
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 145-08 144-27
PP 144-27 144-02
S1 144-14 143-08

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.