ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 118-07 117-18 -0-21 -0.6% 119-04
High 118-21 117-27 -0-26 -0.7% 119-18
Low 117-11 116-23 -0-20 -0.5% 117-08
Close 117-18 117-08 -0-10 -0.3% 119-16
Range 1-10 1-04 -0-06 -14.3% 2-10
ATR 1-03 1-03 0-00 0.2% 0-00
Volume 323,903 299,829 -24,074 -7.4% 1,365,451
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-21 120-02 117-28
R3 119-17 118-30 117-18
R2 118-13 118-13 117-15
R1 117-26 117-26 117-11 117-18
PP 117-09 117-09 117-09 117-04
S1 116-22 116-22 117-05 116-14
S2 116-05 116-05 117-01
S3 115-01 115-18 116-30
S4 113-29 114-14 116-20
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 125-23 124-29 120-25
R3 123-13 122-19 120-04
R2 121-03 121-03 119-30
R1 120-09 120-09 119-23 120-22
PP 118-25 118-25 118-25 118-31
S1 117-31 117-31 119-09 118-12
S2 116-15 116-15 119-02
S3 114-05 115-21 118-28
S4 111-27 113-11 118-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-18 116-23 2-27 2.4% 1-03 0.9% 19% False True 317,430
10 119-18 116-23 2-27 2.4% 1-05 1.0% 19% False True 282,295
20 119-18 115-24 3-26 3.3% 1-02 0.9% 39% False False 259,754
40 119-18 114-16 5-02 4.3% 1-02 0.9% 54% False False 216,161
60 123-00 114-16 8-16 7.2% 1-03 0.9% 32% False False 204,214
80 123-00 114-16 8-16 7.2% 1-03 0.9% 32% False False 153,618
100 123-03 114-16 8-19 7.3% 1-03 0.9% 32% False False 122,933
Crabel Price Patterns
NR True
NR4 False
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-20
2.618 120-25
1.618 119-21
1.000 118-31
0.618 118-17
HIGH 117-27
0.618 117-13
0.500 117-09
0.382 117-05
LOW 116-23
0.618 116-01
1.000 115-19
1.618 114-29
2.618 113-25
4.250 111-30
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 117-09 118-01
PP 117-09 117-25
S1 117-08 117-16

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

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