ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 115-08 116-28 1-20 1.4% 115-00
High 116-30 117-02 0-04 0.1% 116-05
Low 115-08 115-24 0-16 0.4% 114-22
Close 116-26 115-30 -0-28 -0.7% 115-15
Range 1-22 1-10 -0-12 -22.2% 1-15
ATR 1-03 1-03 0-01 1.5% 0-00
Volume 187,928 285,992 98,064 52.2% 978,472
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 120-06 119-12 116-21
R3 118-28 118-02 116-10
R2 117-18 117-18 116-06
R1 116-24 116-24 116-02 116-16
PP 116-08 116-08 116-08 116-04
S1 115-14 115-14 115-26 115-06
S2 114-30 114-30 115-22
S3 113-20 114-04 115-18
S4 112-10 112-26 115-07
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-27 119-04 116-09
R3 118-12 117-21 115-28
R2 116-29 116-29 115-24
R1 116-06 116-06 115-19 116-18
PP 115-14 115-14 115-14 115-20
S1 114-23 114-23 115-11 115-02
S2 113-31 113-31 115-06
S3 112-16 113-08 115-02
S4 111-01 111-25 114-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-02 114-24 2-10 2.0% 1-04 1.0% 51% True False 253,768
10 117-02 114-16 2-18 2.2% 1-02 0.9% 56% True False 193,677
20 119-08 114-16 4-24 4.1% 1-02 0.9% 30% False False 172,568
40 123-00 114-16 8-16 7.3% 1-03 0.9% 17% False False 176,444
60 123-00 114-16 8-16 7.3% 1-04 1.0% 17% False False 118,239
80 123-03 114-16 8-19 7.4% 1-03 1.0% 17% False False 88,728
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-20
2.618 120-16
1.618 119-06
1.000 118-12
0.618 117-28
HIGH 117-02
0.618 116-18
0.500 116-13
0.382 116-08
LOW 115-24
0.618 114-30
1.000 114-14
1.618 113-20
2.618 112-10
4.250 110-06
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 116-13 115-31
PP 116-08 115-31
S1 116-03 115-30

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

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