ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 116-08 115-24 -0-16 -0.4% 117-20
High 116-16 117-13 0-29 0.8% 118-18
Low 116-00 115-24 -0-08 -0.2% 115-27
Close 115-31 117-14 1-15 1.3% 116-12
Range 0-16 1-21 1-05 231.3% 2-23
ATR 0-24 0-26 0-02 8.7% 0-00
Volume 25 8 -17 -68.0% 17
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-27 121-09 118-11
R3 120-06 119-20 117-29
R2 118-17 118-17 117-24
R1 117-31 117-31 117-19 118-08
PP 116-28 116-28 116-28 117-00
S1 116-10 116-10 117-09 116-19
S2 115-07 115-07 117-04
S3 113-18 114-21 116-31
S4 111-29 113-00 116-17
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 125-03 123-14 117-28
R3 122-12 120-23 117-04
R2 119-21 119-21 116-28
R1 118-00 118-00 116-20 117-15
PP 116-30 116-30 116-30 116-21
S1 115-09 115-09 116-04 114-24
S2 114-07 114-07 115-28
S3 111-16 112-18 115-20
S4 108-25 109-27 114-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-13 115-24 1-21 1.4% 0-23 0.6% 102% True True 9
10 118-27 115-24 3-03 2.6% 0-24 0.6% 55% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124-14
2.618 121-24
1.618 120-03
1.000 119-02
0.618 118-14
HIGH 117-13
0.618 116-25
0.500 116-18
0.382 116-12
LOW 115-24
0.618 114-23
1.000 114-03
1.618 113-02
2.618 111-13
4.250 108-23
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 117-05 117-05
PP 116-28 116-28
S1 116-18 116-18

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

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