ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 117-22 118-01 0-11 0.3% 116-20
High 118-05 118-12 0-07 0.2% 117-07
Low 117-16 117-18 0-02 0.1% 115-27
Close 117-29 117-23 -0-06 -0.2% 116-30
Range 0-21 0-26 0-05 23.8% 1-12
ATR 0-28 0-28 0-00 -0.6% 0-00
Volume 244,008 217,194 -26,814 -11.0% 1,108,268
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-10 119-27 118-05
R3 119-16 119-01 117-30
R2 118-22 118-22 117-28
R1 118-07 118-07 117-25 118-02
PP 117-28 117-28 117-28 117-26
S1 117-13 117-13 117-21 117-08
S2 117-02 117-02 117-18
S3 116-08 116-19 117-16
S4 115-14 115-25 117-09
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-25 120-08 117-22
R3 119-13 118-28 117-10
R2 118-01 118-01 117-06
R1 117-16 117-16 117-02 117-24
PP 116-21 116-21 116-21 116-26
S1 116-04 116-04 116-26 116-12
S2 115-09 115-09 116-22
S3 113-29 114-24 116-18
S4 112-17 113-12 116-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-12 115-27 2-17 2.2% 0-28 0.7% 74% True False 252,903
10 118-12 115-27 2-17 2.2% 0-27 0.7% 74% True False 238,339
20 118-12 114-23 3-21 3.1% 0-27 0.7% 82% True False 213,547
40 118-12 114-15 3-29 3.3% 0-28 0.8% 83% True False 107,984
60 118-12 113-05 5-07 4.4% 0-26 0.7% 87% True False 72,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-26
2.618 120-16
1.618 119-22
1.000 119-06
0.618 118-28
HIGH 118-12
0.618 118-02
0.500 117-31
0.382 117-28
LOW 117-18
0.618 117-02
1.000 116-24
1.618 116-08
2.618 115-14
4.250 114-04
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 117-31 117-22
PP 117-28 117-20
S1 117-26 117-19

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

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