ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 113-22 114-08 0-18 0.5% 113-16
High 114-05 114-21 0-16 0.4% 114-14
Low 113-12 113-25 0-13 0.4% 113-05
Close 113-21 114-19 0-30 0.8% 113-31
Range 0-25 0-28 0-03 12.0% 1-09
ATR 0-24 0-25 0-01 2.4% 0-00
Volume 112 58 -54 -48.2% 141
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-31 116-21 115-02
R3 116-03 115-25 114-27
R2 115-07 115-07 114-24
R1 114-29 114-29 114-22 115-02
PP 114-11 114-11 114-11 114-14
S1 114-01 114-01 114-16 114-06
S2 113-15 113-15 114-14
S3 112-19 113-05 114-11
S4 111-23 112-09 114-04
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-22 117-04 114-22
R3 116-13 115-27 114-10
R2 115-04 115-04 114-07
R1 114-18 114-18 114-03 114-27
PP 113-27 113-27 113-27 114-00
S1 113-09 113-09 113-27 113-18
S2 112-18 112-18 113-23
S3 111-09 112-00 113-20
S4 110-00 110-23 113-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-21 113-05 1-16 1.3% 0-21 0.6% 96% True False 57
10 115-23 113-05 2-18 2.2% 0-14 0.4% 56% False False 33
20 118-18 113-05 5-13 4.7% 0-18 0.5% 27% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-12
2.618 116-30
1.618 116-02
1.000 115-17
0.618 115-06
HIGH 114-21
0.618 114-10
0.500 114-07
0.382 114-04
LOW 113-25
0.618 113-08
1.000 112-29
1.618 112-12
2.618 111-16
4.250 110-02
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 114-15 114-12
PP 114-11 114-04
S1 114-07 113-29

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

View Archives - Comment on this page... - Back to Index of Symbols