ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 115-27 116-23 0-28 0.8% 115-04
High 117-03 117-24 0-21 0.6% 117-24
Low 115-24 116-22 0-30 0.8% 114-28
Close 116-25 117-12 0-19 0.5% 117-12
Range 1-11 1-02 -0-09 -20.9% 2-28
ATR 1-04 1-04 0-00 -0.4% 0-00
Volume 234,650 256,462 21,812 9.3% 1,252,807
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 120-15 119-31 117-31
R3 119-13 118-29 117-21
R2 118-11 118-11 117-18
R1 117-27 117-27 117-15 118-03
PP 117-09 117-09 117-09 117-12
S1 116-25 116-25 117-09 117-01
S2 116-07 116-07 117-06
S3 115-05 115-23 117-03
S4 114-03 114-21 116-25
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
5 117-24 114-28 2-28 2.4% 1-07 1.0% 87% True False 250,561
10 117-24 114-22 3-02 2.6% 1-03 0.9% 88% True False 223,127
20 119-08 114-16 4-24 4.0% 1-03 0.9% 61% False False 179,474
40 123-00 114-16 8-16 7.2% 1-03 0.9% 34% False False 188,243
60 123-00 114-16 8-16 7.2% 1-04 1.0% 34% False False 126,420
80 123-03 114-16 8-19 7.3% 1-04 0.9% 33% False False 94,866
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 122-08
2.618 120-17
1.618 119-15
1.000 118-26
0.618 118-13
HIGH 117-24
0.618 117-11
0.500 117-07
0.382 117-03
LOW 116-22
0.618 116-01
1.000 115-20
1.618 114-31
2.618 113-29
4.250 112-06
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 117-10 117-05
PP 117-09 116-31
S1 117-07 116-24

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

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