ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 118-25 118-19 -0-06 -0.2% 117-13
High 119-03 118-23 -0-12 -0.3% 119-03
Low 118-13 118-02 -0-11 -0.3% 116-24
Close 118-27 118-10 -0-17 -0.4% 118-27
Range 0-22 0-21 -0-01 -4.5% 2-11
ATR 1-02 1-02 -0-01 -2.0% 0-00
Volume 284,956 283,179 -1,777 -0.6% 935,288
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 120-11 119-31 118-22
R3 119-22 119-10 118-16
R2 119-01 119-01 118-14
R1 118-21 118-21 118-12 118-16
PP 118-12 118-12 118-12 118-09
S1 118-00 118-00 118-08 117-28
S2 117-23 117-23 118-06
S3 117-02 117-11 118-04
S4 116-13 116-22 117-30
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 125-08 124-13 120-04
R3 122-29 122-02 119-16
R2 120-18 120-18 119-09
R1 119-23 119-23 119-02 120-04
PP 118-07 118-07 118-07 118-14
S1 117-12 117-12 118-20 117-26
S2 115-28 115-28 118-13
S3 113-17 115-01 118-06
S4 111-06 112-22 117-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-03 116-24 2-11 2.0% 0-28 0.8% 67% False False 243,693
10 119-03 114-28 4-07 3.6% 1-02 0.9% 81% False False 247,127
20 119-03 114-16 4-19 3.9% 0-31 0.8% 83% False False 193,763
40 123-00 114-16 8-16 7.2% 1-03 0.9% 45% False False 209,632
60 123-00 114-16 8-16 7.2% 1-03 0.9% 45% False False 146,612
80 123-03 114-16 8-19 7.3% 1-03 0.9% 44% False False 110,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 121-16
2.618 120-14
1.618 119-25
1.000 119-12
0.618 119-04
HIGH 118-23
0.618 118-15
0.500 118-12
0.382 118-10
LOW 118-02
0.618 117-21
1.000 117-13
1.618 117-00
2.618 116-11
4.250 115-09
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 118-12 118-13
PP 118-12 118-12
S1 118-11 118-11

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

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