ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 114-11 115-11 1-00 0.9% 113-18
High 115-27 116-07 0-12 0.3% 116-07
Low 114-11 115-11 1-00 0.9% 113-18
Close 115-10 115-28 0-18 0.5% 115-28
Range 1-16 0-28 -0-20 -41.7% 2-21
ATR 0-28 0-28 0-00 0.1% 0-00
Volume 247 269 22 8.9% 915
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-14 118-01 116-11
R3 117-18 117-05 116-04
R2 116-22 116-22 116-01
R1 116-09 116-09 115-31 116-16
PP 115-26 115-26 115-26 115-29
S1 115-13 115-13 115-25 115-20
S2 114-30 114-30 115-23
S3 114-02 114-17 115-20
S4 113-06 113-21 115-13
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 123-06 122-06 117-11
R3 120-17 119-17 116-19
R2 117-28 117-28 116-12
R1 116-28 116-28 116-04 117-12
PP 115-07 115-07 115-07 115-15
S1 114-07 114-07 115-20 114-23
S2 112-18 112-18 115-12
S3 109-29 111-18 115-05
S4 107-08 108-29 114-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-07 113-18 2-21 2.3% 1-00 0.9% 87% True False 183
10 116-07 113-11 2-28 2.5% 0-29 0.8% 88% True False 132
20 117-20 113-05 4-15 3.9% 0-23 0.6% 61% False False 75
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-30
2.618 118-16
1.618 117-20
1.000 117-03
0.618 116-24
HIGH 116-07
0.618 115-28
0.500 115-25
0.382 115-22
LOW 115-11
0.618 114-26
1.000 114-15
1.618 113-30
2.618 113-02
4.250 111-20
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 115-27 115-22
PP 115-26 115-15
S1 115-25 115-09

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

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