ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 118-01 117-21 -0-12 -0.3% 117-02
High 118-12 118-09 -0-03 -0.1% 118-12
Low 117-18 117-11 -0-07 -0.2% 116-16
Close 117-23 117-29 0-06 0.2% 117-29
Range 0-26 0-30 0-04 15.4% 1-28
ATR 0-28 0-28 0-00 0.5% 0-00
Volume 217,194 234,578 17,384 8.0% 1,219,242
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 120-21 120-07 118-14
R3 119-23 119-09 118-05
R2 118-25 118-25 118-02
R1 118-11 118-11 118-00 118-18
PP 117-27 117-27 117-27 117-30
S1 117-13 117-13 117-26 117-20
S2 116-29 116-29 117-24
S3 115-31 116-15 117-21
S4 115-01 115-17 117-12
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 123-07 122-14 118-30
R3 121-11 120-18 118-14
R2 119-15 119-15 118-08
R1 118-22 118-22 118-02 119-02
PP 117-19 117-19 117-19 117-25
S1 116-26 116-26 117-24 117-06
S2 115-23 115-23 117-18
S3 113-27 114-30 117-12
S4 111-31 113-02 116-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-12 116-16 1-28 1.6% 0-25 0.7% 75% False False 243,848
10 118-12 115-27 2-17 2.1% 0-26 0.7% 81% False False 232,751
20 118-12 114-24 3-20 3.1% 0-28 0.7% 87% False False 224,799
40 118-12 114-15 3-29 3.3% 0-28 0.8% 88% False False 113,844
60 118-12 113-05 5-07 4.4% 0-27 0.7% 91% False False 75,930
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 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-08
2.618 120-24
1.618 119-26
1.000 119-07
0.618 118-28
HIGH 118-09
0.618 117-30
0.500 117-26
0.382 117-22
LOW 117-11
0.618 116-24
1.000 116-13
1.618 115-26
2.618 114-28
4.250 113-12
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 117-28 117-28
PP 117-27 117-28
S1 117-26 117-28

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

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