ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 117-13 116-19 -0-26 -0.7% 117-01
High 117-13 116-29 -0-16 -0.4% 117-20
Low 116-17 116-16 -0-01 0.0% 116-09
Close 116-21 116-29 0-08 0.2% 117-10
Range 0-28 0-13 -0-15 -53.6% 1-11
ATR 0-28 0-27 -0-01 -3.8% 0-00
Volume 2,415 778 -1,637 -67.8% 3,152
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-00 117-27 117-04
R3 117-19 117-14 117-01
R2 117-06 117-06 116-31
R1 117-01 117-01 116-30 117-04
PP 116-25 116-25 116-25 116-26
S1 116-20 116-20 116-28 116-22
S2 116-12 116-12 116-27
S3 115-31 116-07 116-25
S4 115-18 115-26 116-22
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
5 117-19 116-09 1-10 1.1% 0-24 0.6% 48% False False 866
10 117-20 116-00 1-20 1.4% 0-23 0.6% 56% False False 714
20 117-20 113-11 4-09 3.7% 0-27 0.7% 83% False False 430
40 118-27 113-05 5-22 4.9% 0-23 0.6% 66% False False 224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 118-20
2.618 117-31
1.618 117-18
1.000 117-10
0.618 117-05
HIGH 116-29
0.618 116-24
0.500 116-22
0.382 116-21
LOW 116-16
0.618 116-08
1.000 116-03
1.618 115-27
2.618 115-14
4.250 114-25
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 116-27 116-31
PP 116-25 116-30
S1 116-22 116-30

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

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