ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 116-06 116-08 0-02 0.1% 113-18
High 116-19 117-08 0-21 0.6% 116-07
Low 116-00 116-08 0-08 0.2% 113-18
Close 116-15 117-04 0-21 0.6% 115-28
Range 0-19 1-00 0-13 68.4% 2-21
ATR 0-29 0-29 0-00 0.8% 0-00
Volume 112 196 84 75.0% 915
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 119-28 119-16 117-22
R3 118-28 118-16 117-13
R2 117-28 117-28 117-10
R1 117-16 117-16 117-07 117-22
PP 116-28 116-28 116-28 116-31
S1 116-16 116-16 117-01 116-22
S2 115-28 115-28 116-30
S3 114-28 115-16 116-27
S4 113-28 114-16 116-18
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
5 117-08 114-11 2-29 2.5% 1-00 0.9% 96% True False 216
10 117-08 113-11 3-29 3.3% 0-30 0.8% 97% True False 167
20 117-08 113-05 4-03 3.5% 0-23 0.6% 97% True False 102
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 0-02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-16
2.618 119-28
1.618 118-28
1.000 118-08
0.618 117-28
HIGH 117-08
0.618 116-28
0.500 116-24
0.382 116-20
LOW 116-08
0.618 115-20
1.000 115-08
1.618 114-20
2.618 113-20
4.250 112-00
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 117-00 116-27
PP 116-28 116-18
S1 116-24 116-08

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

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