ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 115-02 115-06 0-04 0.1% 115-00
High 115-23 115-25 0-02 0.1% 116-05
Low 114-26 114-24 -0-02 -0.1% 114-22
Close 115-09 115-15 0-06 0.2% 115-15
Range 0-29 1-01 0-04 13.8% 1-15
ATR 1-02 1-02 0-00 -0.2% 0-00
Volume 262,691 244,454 -18,237 -6.9% 978,472
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-14 117-31 116-01
R3 117-13 116-30 115-24
R2 116-12 116-12 115-21
R1 115-29 115-29 115-18 116-04
PP 115-11 115-11 115-11 115-14
S1 114-28 114-28 115-12 115-04
S2 114-10 114-10 115-09
S3 113-09 113-27 115-06
S4 112-08 112-26 114-29
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
5 116-05 114-22 1-15 1.3% 0-31 0.8% 53% False False 195,694
10 116-05 114-16 1-21 1.4% 0-29 0.8% 58% False False 140,400
20 119-12 114-16 4-28 4.2% 1-01 0.9% 20% False False 172,469
40 123-00 114-16 8-16 7.4% 1-03 1.0% 11% False False 157,612
60 123-00 114-16 8-16 7.4% 1-03 1.0% 11% False False 105,553
80 123-03 114-16 8-19 7.4% 1-04 1.0% 11% False False 79,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-05
2.618 118-15
1.618 117-14
1.000 116-26
0.618 116-13
HIGH 115-25
0.618 115-12
0.500 115-08
0.382 115-05
LOW 114-24
0.618 114-04
1.000 113-23
1.618 113-03
2.618 112-02
4.250 110-12
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 115-13 115-13
PP 115-11 115-12
S1 115-08 115-10

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

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