ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 118-28 118-23 -0-05 -0.1% 116-25
High 118-30 119-18 0-20 0.5% 119-09
Low 118-09 118-19 0-10 0.3% 116-07
Close 118-25 119-10 0-17 0.4% 119-06
Range 0-21 0-31 0-10 47.6% 3-02
ATR 0-31 0-31 0-00 0.1% 0-00
Volume 54,543 17,672 -36,871 -67.6% 2,231,562
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 122-02 121-21 119-27
R3 121-03 120-22 119-19
R2 120-04 120-04 119-16
R1 119-23 119-23 119-13 119-30
PP 119-05 119-05 119-05 119-08
S1 118-24 118-24 119-07 118-30
S2 118-06 118-06 119-04
S3 117-07 117-25 119-01
S4 116-08 116-26 118-25
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 127-13 126-12 120-28
R3 124-11 123-10 120-01
R2 121-09 121-09 119-24
R1 120-08 120-08 119-15 120-24
PP 118-07 118-07 118-07 118-16
S1 117-06 117-06 118-29 117-22
S2 115-05 115-05 118-20
S3 112-03 114-04 118-11
S4 109-01 111-02 117-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-18 118-09 1-09 1.1% 0-24 0.6% 80% True False 123,909
10 119-18 116-06 3-12 2.8% 0-27 0.7% 93% True False 280,920
20 119-18 115-29 3-21 3.1% 1-00 0.8% 93% True False 286,838
40 119-18 114-24 4-26 4.0% 1-00 0.8% 95% True False 263,849
60 120-08 114-16 5-24 4.8% 1-01 0.9% 84% False False 232,793
80 123-00 114-16 8-16 7.1% 1-02 0.9% 57% False False 201,998
100 123-00 114-16 8-16 7.1% 1-02 0.9% 57% False False 161,771
120 123-03 114-16 8-19 7.2% 1-02 0.9% 56% False False 134,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-22
2.618 122-03
1.618 121-04
1.000 120-17
0.618 120-05
HIGH 119-18
0.618 119-06
0.500 119-02
0.382 118-31
LOW 118-19
0.618 118-00
1.000 117-20
1.618 117-01
2.618 116-02
4.250 114-15
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 119-08 119-06
PP 119-05 119-02
S1 119-02 118-30

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

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