ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 115-26 115-00 -0-26 -0.7% 115-10
High 115-26 115-21 -0-05 -0.1% 115-29
Low 114-16 114-22 0-06 0.2% 114-16
Close 115-05 115-03 -0-02 -0.1% 115-05
Range 1-10 0-31 -0-11 -26.2% 1-13
ATR 1-02 1-02 0-00 -0.7% 0-00
Volume 99,083 95,319 -3,764 -3.8% 319,098
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-02 117-17 115-20
R3 117-03 116-18 115-12
R2 116-04 116-04 115-09
R1 115-19 115-19 115-06 115-28
PP 115-05 115-05 115-05 115-09
S1 114-20 114-20 115-00 114-28
S2 114-06 114-06 114-29
S3 113-07 113-21 114-26
S4 112-08 112-22 114-18
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-13 118-22 115-30
R3 118-00 117-09 115-17
R2 116-19 116-19 115-13
R1 115-28 115-28 115-09 115-17
PP 115-06 115-06 115-06 115-00
S1 114-15 114-15 115-01 114-04
S2 113-25 113-25 114-29
S3 112-12 113-02 114-25
S4 110-31 111-21 114-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-29 114-16 1-13 1.2% 0-27 0.7% 42% False False 82,883
10 119-08 114-16 4-24 4.1% 1-00 0.9% 13% False False 127,421
20 120-12 114-16 5-28 5.1% 1-03 1.0% 10% False False 176,718
40 123-00 114-16 8-16 7.4% 1-03 1.0% 7% False False 135,912
60 123-00 114-16 8-16 7.4% 1-04 1.0% 7% False False 90,867
80 123-03 114-16 8-19 7.5% 1-04 1.0% 7% False False 68,168
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 119-25
2.618 118-06
1.618 117-07
1.000 116-20
0.618 116-08
HIGH 115-21
0.618 115-09
0.500 115-06
0.382 115-02
LOW 114-22
0.618 114-03
1.000 113-23
1.618 113-04
2.618 112-05
4.250 110-18
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 115-06 115-06
PP 115-05 115-05
S1 115-04 115-04

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

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