ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 117-13 117-09 -0-04 -0.1% 115-04
High 117-27 118-04 0-09 0.2% 117-24
Low 116-24 117-08 0-16 0.4% 114-28
Close 117-05 117-31 0-26 0.7% 117-12
Range 1-03 0-28 -0-07 -20.0% 2-28
ATR 1-04 1-03 0-00 -0.9% 0-00
Volume 225,112 207,008 -18,104 -8.0% 1,252,807
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 120-13 120-02 118-14
R3 119-17 119-06 118-07
R2 118-21 118-21 118-04
R1 118-10 118-10 118-02 118-16
PP 117-25 117-25 117-25 117-28
S1 117-14 117-14 117-28 117-20
S2 116-29 116-29 117-26
S3 116-01 116-18 117-23
S4 115-05 115-22 117-16
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 125-09 124-07 118-31
R3 122-13 121-11 118-05
R2 119-17 119-17 117-29
R1 118-15 118-15 117-20 119-00
PP 116-21 116-21 116-21 116-30
S1 115-19 115-19 117-04 116-04
S2 113-25 113-25 116-27
S3 110-29 112-23 116-19
S4 108-01 109-27 115-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-04 115-24 2-12 2.0% 1-04 1.0% 93% True False 241,844
10 118-04 114-24 3-12 2.9% 1-03 0.9% 95% True False 239,694
20 118-14 114-16 3-30 3.3% 1-01 0.9% 88% False False 181,667
40 123-00 114-16 8-16 7.2% 1-03 0.9% 41% False False 198,548
60 123-00 114-16 8-16 7.2% 1-04 0.9% 41% False False 133,526
80 123-03 114-16 8-19 7.3% 1-04 0.9% 40% False False 100,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 121-27
2.618 120-13
1.618 119-17
1.000 119-00
0.618 118-21
HIGH 118-04
0.618 117-25
0.500 117-22
0.382 117-19
LOW 117-08
0.618 116-23
1.000 116-12
1.618 115-27
2.618 114-31
4.250 113-17
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 117-28 117-25
PP 117-25 117-19
S1 117-22 117-13

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

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