ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 114-18 115-21 1-03 1.0% 115-10
High 115-27 115-30 0-03 0.1% 116-08
Low 114-11 115-10 0-31 0.8% 115-00
Close 115-22 115-13 -0-09 -0.2% 115-29
Range 1-16 0-20 -0-28 -58.3% 1-08
ATR 0-30 0-30 -0-01 -2.5% 0-00
Volume 249,703 347,548 97,845 39.2% 920,198
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-14 117-01 115-24
R3 116-26 116-13 115-18
R2 116-06 116-06 115-17
R1 115-25 115-25 115-15 115-22
PP 115-18 115-18 115-18 115-16
S1 115-05 115-05 115-11 115-02
S2 114-30 114-30 115-09
S3 114-10 114-17 115-08
S4 113-22 113-29 115-02
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-15 118-30 116-19
R3 118-07 117-22 116-08
R2 116-31 116-31 116-04
R1 116-14 116-14 116-01 116-22
PP 115-23 115-23 115-23 115-27
S1 115-06 115-06 115-25 115-14
S2 114-15 114-15 115-22
S3 113-07 113-30 115-18
S4 111-31 112-22 115-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-07 114-06 2-01 1.8% 0-29 0.8% 60% False False 243,950
10 116-08 114-06 2-02 1.8% 0-27 0.7% 59% False False 263,928
20 118-12 114-06 4-06 3.6% 0-28 0.8% 29% False False 246,006
40 118-12 114-06 4-06 3.6% 0-29 0.8% 29% False False 194,032
60 118-12 113-31 4-13 3.8% 0-29 0.8% 33% False False 129,780
80 118-12 113-05 5-07 4.5% 0-26 0.7% 43% False False 97,344
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-19
2.618 117-18
1.618 116-30
1.000 116-18
0.618 116-10
HIGH 115-30
0.618 115-22
0.500 115-20
0.382 115-18
LOW 115-10
0.618 114-30
1.000 114-22
1.618 114-10
2.618 113-22
4.250 112-21
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 115-20 115-10
PP 115-18 115-07
S1 115-15 115-04

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

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