ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 115-04 115-08 0-04 0.1% 115-00
High 115-19 116-30 1-11 1.2% 116-05
Low 114-28 115-08 0-12 0.3% 114-22
Close 115-06 116-26 1-20 1.4% 115-15
Range 0-23 1-22 0-31 134.8% 1-15
ATR 1-01 1-03 0-02 4.9% 0-00
Volume 287,775 187,928 -99,847 -34.7% 978,472
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 121-13 120-25 117-24
R3 119-23 119-03 117-09
R2 118-01 118-01 117-04
R1 117-13 117-13 116-31 117-23
PP 116-11 116-11 116-11 116-16
S1 115-23 115-23 116-21 116-01
S2 114-21 114-21 116-16
S3 112-31 114-01 116-11
S4 111-09 112-11 115-28
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
5 116-30 114-24 2-06 1.9% 1-02 0.9% 94% True False 237,543
10 116-30 114-16 2-14 2.1% 1-00 0.9% 95% True False 173,271
20 119-08 114-16 4-24 4.1% 1-01 0.9% 49% False False 172,187
40 123-00 114-16 8-16 7.3% 1-03 0.9% 27% False False 169,400
60 123-00 114-16 8-16 7.3% 1-03 0.9% 27% False False 113,475
80 123-03 114-16 8-19 7.4% 1-03 0.9% 27% False False 85,153
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 0-06
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 124-04
2.618 121-11
1.618 119-21
1.000 118-20
0.618 117-31
HIGH 116-30
0.618 116-09
0.500 116-03
0.382 115-29
LOW 115-08
0.618 114-07
1.000 113-18
1.618 112-17
2.618 110-27
4.250 108-02
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 116-18 116-16
PP 116-11 116-05
S1 116-03 115-27

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

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