ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 115-27 116-10 0-15 0.4% 117-17
High 116-17 116-10 -0-07 -0.2% 117-26
Low 115-18 115-01 -0-17 -0.5% 115-08
Close 116-10 115-10 -1-00 -0.9% 116-02
Range 0-31 1-09 0-10 32.3% 2-18
ATR 0-30 0-31 0-01 2.5% 0-00
Volume 1,133 3,673 2,540 224.2% 15,761
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-13 118-20 116-01
R3 118-04 117-11 115-21
R2 116-27 116-27 115-18
R1 116-02 116-02 115-14 115-26
PP 115-18 115-18 115-18 115-14
S1 114-25 114-25 115-06 114-17
S2 114-09 114-09 115-02
S3 113-00 113-16 114-31
S4 111-23 112-07 114-19
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 124-02 122-20 117-15
R3 121-16 120-02 116-25
R2 118-30 118-30 116-17
R1 117-16 117-16 116-10 116-30
PP 116-12 116-12 116-12 116-03
S1 114-30 114-30 115-26 114-12
S2 113-26 113-26 115-19
S3 111-08 112-12 115-11
S4 108-22 109-26 114-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-05 115-01 2-04 1.8% 1-03 0.9% 13% False True 3,295
10 118-02 115-01 3-01 2.6% 1-02 0.9% 9% False True 3,378
20 118-02 115-01 3-01 2.6% 0-29 0.8% 9% False True 2,046
40 118-02 113-05 4-29 4.3% 0-26 0.7% 44% False False 1,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-24
2.618 119-21
1.618 118-12
1.000 117-19
0.618 117-03
HIGH 116-10
0.618 115-26
0.500 115-22
0.382 115-17
LOW 115-01
0.618 114-08
1.000 113-24
1.618 112-31
2.618 111-22
4.250 109-19
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 115-22 115-25
PP 115-18 115-20
S1 115-14 115-15

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

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