ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 118-23 119-10 0-19 0.5% 118-27
High 119-18 119-12 -0-06 -0.2% 119-18
Low 118-19 118-00 -0-19 -0.5% 118-00
Close 119-10 118-06 -1-04 -0.9% 118-06
Range 0-31 1-12 0-13 41.9% 1-18
ATR 0-31 1-00 0-01 3.1% 0-00
Volume 17,672 22,267 4,595 26.0% 243,302
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 122-21 121-25 118-30
R3 121-09 120-13 118-18
R2 119-29 119-29 118-14
R1 119-01 119-01 118-10 118-25
PP 118-17 118-17 118-17 118-12
S1 117-21 117-21 118-02 117-13
S2 117-05 117-05 117-30
S3 115-25 116-09 117-26
S4 114-13 114-29 117-14
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 123-09 122-09 119-02
R3 121-23 120-23 118-20
R2 120-05 120-05 118-15
R1 119-05 119-05 118-11 118-28
PP 118-19 118-19 118-19 118-14
S1 117-19 117-19 118-01 117-10
S2 117-01 117-01 117-29
S3 115-15 116-01 117-24
S4 113-29 114-15 117-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-18 118-00 1-18 1.3% 0-27 0.7% 12% False True 48,660
10 119-18 116-07 3-11 2.8% 0-29 0.8% 59% False False 247,486
20 119-18 115-29 3-21 3.1% 0-31 0.8% 62% False False 274,730
40 119-18 114-24 4-26 4.1% 1-01 0.9% 71% False False 259,284
60 120-08 114-16 5-24 4.9% 1-01 0.9% 64% False False 228,591
80 123-00 114-16 8-16 7.2% 1-02 0.9% 43% False False 202,243
100 123-00 114-16 8-16 7.2% 1-02 0.9% 43% False False 161,991
120 123-03 114-16 8-19 7.3% 1-02 0.9% 43% False False 135,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 125-07
2.618 122-31
1.618 121-19
1.000 120-24
0.618 120-07
HIGH 119-12
0.618 118-27
0.500 118-22
0.382 118-17
LOW 118-00
0.618 117-05
1.000 116-20
1.618 115-25
2.618 114-13
4.250 112-05
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 118-22 118-25
PP 118-17 118-19
S1 118-11 118-12

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

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