ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 117-03 117-13 0-10 0.3% 117-01
High 117-19 117-13 -0-06 -0.2% 117-20
Low 116-11 116-17 0-06 0.2% 116-09
Close 117-10 116-21 -0-21 -0.6% 117-10
Range 1-08 0-28 -0-12 -30.0% 1-11
ATR 0-28 0-28 0-00 0.0% 0-00
Volume 723 2,415 1,692 234.0% 3,152
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-16 118-30 117-04
R3 118-20 118-02 116-29
R2 117-24 117-24 116-26
R1 117-06 117-06 116-24 117-01
PP 116-28 116-28 116-28 116-25
S1 116-10 116-10 116-18 116-05
S2 116-00 116-00 116-16
S3 115-04 115-14 116-13
S4 114-08 114-18 116-06
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 121-03 120-18 118-02
R3 119-24 119-07 117-22
R2 118-13 118-13 117-18
R1 117-28 117-28 117-14 118-04
PP 117-02 117-02 117-02 117-07
S1 116-17 116-17 117-06 116-26
S2 115-23 115-23 117-02
S3 114-12 115-06 116-30
S4 113-01 113-27 116-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-20 116-09 1-11 1.2% 0-27 0.7% 28% False False 914
10 117-20 115-09 2-11 2.0% 0-25 0.7% 59% False False 662
20 117-20 113-11 4-09 3.7% 0-27 0.7% 77% False False 397
40 119-00 113-05 5-27 5.0% 0-23 0.6% 60% False False 206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-04
2.618 119-22
1.618 118-26
1.000 118-09
0.618 117-30
HIGH 117-13
0.618 117-02
0.500 116-31
0.382 116-28
LOW 116-17
0.618 116-00
1.000 115-21
1.618 115-04
2.618 114-08
4.250 112-26
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 116-31 116-30
PP 116-28 116-27
S1 116-24 116-24

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

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