ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 114-08 114-08 0-00 0.0% 113-16
High 114-21 114-12 -0-09 -0.2% 114-14
Low 113-25 113-16 -0-09 -0.2% 113-05
Close 114-19 113-27 -0-24 -0.7% 113-31
Range 0-28 0-28 0-00 0.0% 1-09
ATR 0-25 0-25 0-01 3.0% 0-00
Volume 58 40 -18 -31.0% 141
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-17 116-02 114-10
R3 115-21 115-06 114-03
R2 114-25 114-25 114-00
R1 114-10 114-10 113-30 114-04
PP 113-29 113-29 113-29 113-26
S1 113-14 113-14 113-24 113-08
S2 113-01 113-01 113-22
S3 112-05 112-18 113-19
S4 111-09 111-22 113-12
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% 0-24 0.7% 46% False False 56
10 114-29 113-05 1-24 1.5% 0-16 0.4% 39% False False 37
20 118-18 113-05 5-13 4.7% 0-19 0.5% 13% False False 22
Crabel Price Patterns
NR False
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 0-04
Fibonacci Retracements and Extensions
4.250 118-03
2.618 116-21
1.618 115-25
1.000 115-08
0.618 114-29
HIGH 114-12
0.618 114-01
0.500 113-30
0.382 113-27
LOW 113-16
0.618 112-31
1.000 112-20
1.618 112-03
2.618 111-07
4.250 109-25
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 113-30 114-00
PP 113-29 113-31
S1 113-28 113-29

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

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