ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 118-12 119-04 0-24 0.6% 118-19
High 119-07 119-04 -0-03 -0.1% 119-07
Low 117-23 118-00 0-09 0.2% 117-20
Close 118-26 118-05 -0-21 -0.6% 118-26
Range 1-16 1-04 -0-12 -25.0% 1-19
ATR 1-02 1-02 0-00 0.4% 0-00
Volume 275,420 317,191 41,771 15.2% 1,221,157
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-26 121-03 118-25
R3 120-22 119-31 118-15
R2 119-18 119-18 118-12
R1 118-27 118-27 118-08 118-20
PP 118-14 118-14 118-14 118-10
S1 117-23 117-23 118-02 117-16
S2 117-10 117-10 117-30
S3 116-06 116-19 117-27
S4 115-02 115-15 117-17
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 123-11 122-21 119-22
R3 121-24 121-02 119-08
R2 120-05 120-05 119-03
R1 119-15 119-15 118-31 119-26
PP 118-18 118-18 118-18 118-23
S1 117-28 117-28 118-21 118-07
S2 116-31 116-31 118-17
S3 115-12 116-09 118-12
S4 113-25 114-22 117-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-07 117-20 1-19 1.3% 1-03 0.9% 33% False False 251,033
10 119-07 116-24 2-15 2.1% 1-00 0.8% 57% False False 247,363
20 119-07 114-22 4-17 3.8% 1-01 0.9% 77% False False 235,245
40 121-12 114-16 6-28 5.8% 1-03 0.9% 53% False False 210,240
60 123-00 114-16 8-16 7.2% 1-03 0.9% 43% False False 167,452
80 123-00 114-16 8-16 7.2% 1-03 0.9% 43% False False 125,771
100 123-03 114-16 8-19 7.3% 1-03 0.9% 43% False False 100,630
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 True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-29
2.618 122-02
1.618 120-30
1.000 120-08
0.618 119-26
HIGH 119-04
0.618 118-22
0.500 118-18
0.382 118-14
LOW 118-00
0.618 117-10
1.000 116-28
1.618 116-06
2.618 115-02
4.250 113-07
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 118-18 118-14
PP 118-14 118-11
S1 118-09 118-08

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

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