ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 115-14 115-23 0-09 0.2% 117-30
High 115-24 116-08 0-16 0.4% 118-05
Low 115-00 115-18 0-18 0.5% 114-26
Close 115-21 116-04 0-15 0.4% 115-14
Range 0-24 0-22 -0-02 -8.3% 3-11
ATR 0-28 0-28 0-00 -1.6% 0-00
Volume 174,818 215,124 40,306 23.1% 1,409,283
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 118-01 117-25 116-16
R3 117-11 117-03 116-10
R2 116-21 116-21 116-08
R1 116-13 116-13 116-06 116-17
PP 115-31 115-31 115-31 116-02
S1 115-23 115-23 116-02 115-27
S2 115-09 115-09 116-00
S3 114-19 115-01 115-30
S4 113-29 114-11 115-24
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 126-05 124-05 117-09
R3 122-26 120-26 116-11
R2 119-15 119-15 116-02
R1 117-15 117-15 115-24 116-26
PP 116-04 116-04 116-04 115-26
S1 114-04 114-04 115-04 113-14
S2 112-25 112-25 114-26
S3 109-14 110-25 114-17
S4 106-03 107-14 113-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-08 114-26 1-14 1.2% 0-24 0.7% 91% True False 283,907
10 118-12 114-26 3-18 3.1% 0-28 0.7% 37% False False 246,370
20 118-12 114-26 3-18 3.1% 0-28 0.7% 37% False False 242,221
40 118-12 114-15 3-29 3.4% 0-29 0.8% 42% False False 163,971
60 118-12 113-11 5-01 4.3% 0-28 0.8% 55% False False 109,457
80 118-27 113-05 5-22 4.9% 0-26 0.7% 52% False False 82,098
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-06
2.618 118-02
1.618 117-12
1.000 116-30
0.618 116-22
HIGH 116-08
0.618 116-00
0.500 115-29
0.382 115-26
LOW 115-18
0.618 115-04
1.000 114-28
1.618 114-14
2.618 113-24
4.250 112-20
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 116-02 115-31
PP 115-31 115-25
S1 115-29 115-20

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

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