ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 116-22 115-27 -0-27 -0.7% 117-13
High 117-05 116-10 -0-27 -0.7% 118-02
Low 115-28 115-08 -0-20 -0.5% 115-26
Close 116-02 115-24 -0-10 -0.3% 118-00
Range 1-09 1-02 -0-07 -17.1% 2-08
ATR 0-31 0-31 0-00 0.8% 0-00
Volume 1,458 7,432 5,974 409.7% 16,410
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-31 118-13 116-11
R3 117-29 117-11 116-01
R2 116-27 116-27 115-30
R1 116-09 116-09 115-27 116-01
PP 115-25 115-25 115-25 115-20
S1 115-07 115-07 115-21 114-31
S2 114-23 114-23 115-18
S3 113-21 114-05 115-15
S4 112-19 113-03 115-05
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
5 118-02 115-08 2-26 2.4% 1-01 0.9% 18% False True 3,606
10 118-02 115-08 2-26 2.4% 1-00 0.9% 18% False True 3,011
20 118-02 114-11 3-23 3.2% 0-29 0.8% 38% False False 1,705
40 118-02 113-05 4-29 4.2% 0-25 0.7% 53% False False 878
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-26
2.618 119-03
1.618 118-01
1.000 117-12
0.618 116-31
HIGH 116-10
0.618 115-29
0.500 115-25
0.382 115-21
LOW 115-08
0.618 114-19
1.000 114-06
1.618 113-17
2.618 112-15
4.250 110-24
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 115-25 116-17
PP 115-25 116-09
S1 115-24 116-00

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

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