ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 116-20 116-09 -0-11 -0.3% 117-11
High 116-21 116-27 0-06 0.2% 118-02
Low 116-07 116-05 -0-02 -0.1% 116-16
Close 116-13 116-14 0-01 0.0% 116-22
Range 0-14 0-22 0-08 57.1% 1-18
ATR 0-29 0-29 -0-01 -1.8% 0-00
Volume 298,687 145,832 -152,855 -51.2% 1,208,312
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-17 118-06 116-26
R3 117-27 117-16 116-20
R2 117-05 117-05 116-18
R1 116-26 116-26 116-16 117-00
PP 116-15 116-15 116-15 116-18
S1 116-04 116-04 116-12 116-10
S2 115-25 115-25 116-10
S3 115-03 115-14 116-08
S4 114-13 114-24 116-02
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 121-25 120-25 117-18
R3 120-07 119-07 117-04
R2 118-21 118-21 116-31
R1 117-21 117-21 116-27 117-12
PP 117-03 117-03 117-03 116-30
S1 116-03 116-03 116-17 115-26
S2 115-17 115-17 116-13
S3 113-31 114-17 116-08
S4 112-13 112-31 115-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-02 116-05 1-29 1.6% 0-27 0.7% 15% False True 232,345
10 118-02 116-02 2-00 1.7% 0-26 0.7% 19% False False 249,207
20 118-02 114-15 3-19 3.1% 0-30 0.8% 55% False False 132,360
40 118-02 113-18 4-16 3.9% 0-29 0.8% 64% False False 66,806
60 118-02 113-05 4-29 4.2% 0-26 0.7% 67% False False 44,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-24
2.618 118-21
1.618 117-31
1.000 117-17
0.618 117-09
HIGH 116-27
0.618 116-19
0.500 116-16
0.382 116-13
LOW 116-05
0.618 115-23
1.000 115-15
1.618 115-01
2.618 114-11
4.250 113-08
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 116-16 117-01
PP 116-15 116-27
S1 116-15 116-20

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

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