ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 116-10 115-16 -0-26 -0.7% 117-17
High 116-10 115-23 -0-19 -0.5% 117-26
Low 115-01 114-15 -0-18 -0.5% 115-08
Close 115-10 114-22 -0-20 -0.5% 116-02
Range 1-09 1-08 -0-01 -2.4% 2-18
ATR 0-31 1-00 0-01 2.0% 0-00
Volume 3,673 7,613 3,940 107.3% 15,761
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-23 117-30 115-12
R3 117-15 116-22 115-01
R2 116-07 116-07 114-29
R1 115-14 115-14 114-26 115-06
PP 114-31 114-31 114-31 114-27
S1 114-06 114-06 114-18 113-30
S2 113-23 113-23 114-15
S3 112-15 112-30 114-11
S4 111-07 111-22 114-00
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
5 116-17 114-15 2-02 1.8% 1-02 0.9% 11% False True 4,526
10 118-02 114-15 3-19 3.1% 1-04 1.0% 6% False True 3,937
20 118-02 114-15 3-19 3.1% 0-30 0.8% 6% False True 2,421
40 118-02 113-05 4-29 4.3% 0-26 0.7% 31% False False 1,257
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 2 trading days
Fibonacci Retracements and Extensions
4.250 121-01
2.618 119-00
1.618 117-24
1.000 116-31
0.618 116-16
HIGH 115-23
0.618 115-08
0.500 115-03
0.382 114-30
LOW 114-15
0.618 113-22
1.000 113-07
1.618 112-14
2.618 111-06
4.250 109-05
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 115-03 115-16
PP 114-31 115-07
S1 114-26 114-31

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

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