ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 116-09 116-14 0-05 0.1% 117-11
High 116-27 116-17 -0-10 -0.3% 118-02
Low 116-05 115-27 -0-10 -0.3% 116-16
Close 116-14 116-10 -0-04 -0.1% 116-22
Range 0-22 0-22 0-00 0.0% 1-18
ATR 0-29 0-28 0-00 -1.7% 0-00
Volume 145,832 194,549 48,717 33.4% 1,208,312
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-09 118-00 116-22
R3 117-19 117-10 116-16
R2 116-29 116-29 116-14
R1 116-20 116-20 116-12 116-14
PP 116-07 116-07 116-07 116-04
S1 115-30 115-30 116-08 115-24
S2 115-17 115-17 116-06
S3 114-27 115-08 116-04
S4 114-05 114-18 115-30
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
5 118-02 115-27 2-07 1.9% 0-27 0.7% 21% False True 228,810
10 118-02 115-27 2-07 1.9% 0-26 0.7% 21% False True 243,343
20 118-02 114-15 3-19 3.1% 0-29 0.8% 51% False False 142,059
40 118-02 113-31 4-03 3.5% 0-29 0.8% 57% False False 71,666
60 118-02 113-05 4-29 4.2% 0-26 0.7% 64% False False 47,790
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 119-14
2.618 118-11
1.618 117-21
1.000 117-07
0.618 116-31
HIGH 116-17
0.618 116-09
0.500 116-06
0.382 116-03
LOW 115-27
0.618 115-13
1.000 115-05
1.618 114-23
2.618 114-01
4.250 112-30
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 116-09 116-11
PP 116-07 116-11
S1 116-06 116-10

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

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