ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 115-26 117-04 1-10 1.1% 117-13
High 117-16 118-02 0-18 0.5% 118-02
Low 115-26 116-30 1-04 1.0% 115-26
Close 117-09 118-00 0-23 0.6% 118-00
Range 1-22 1-04 -0-18 -33.3% 2-08
ATR 0-29 0-30 0-00 1.6% 0-00
Volume 6,135 5,055 -1,080 -17.6% 16,410
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-01 120-21 118-20
R3 119-29 119-17 118-10
R2 118-25 118-25 118-07
R1 118-13 118-13 118-03 118-19
PP 117-21 117-21 117-21 117-24
S1 117-09 117-09 117-29 117-15
S2 116-17 116-17 117-25
S3 115-13 116-05 117-22
S4 114-09 115-01 117-12
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 124-01 123-09 119-08
R3 121-25 121-01 118-20
R2 119-17 119-17 118-13
R1 118-25 118-25 118-07 119-05
PP 117-09 117-09 117-09 117-16
S1 116-17 116-17 117-25 116-29
S2 115-01 115-01 117-19
S3 112-25 114-09 117-12
S4 110-17 112-01 116-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-02 115-26 2-08 1.9% 0-31 0.8% 97% True False 3,282
10 118-02 115-26 2-08 1.9% 0-28 0.7% 97% True False 1,956
20 118-02 113-11 4-23 4.0% 0-28 0.8% 99% True False 1,083
40 118-06 113-05 5-01 4.3% 0-24 0.6% 96% False False 554
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
4.250 122-27
2.618 121-00
1.618 119-28
1.000 119-06
0.618 118-24
HIGH 118-02
0.618 117-20
0.500 117-16
0.382 117-12
LOW 116-30
0.618 116-08
1.000 115-26
1.618 115-04
2.618 114-00
4.250 112-05
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 117-27 117-21
PP 117-21 117-09
S1 117-16 116-30

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

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