ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 115-21 115-15 -0-06 -0.2% 114-29
High 115-30 115-27 -0-03 -0.1% 115-30
Low 115-10 115-03 -0-07 -0.2% 114-06
Close 115-13 115-21 0-08 0.2% 115-21
Range 0-20 0-24 0-04 20.0% 1-24
ATR 0-30 0-29 0-00 -1.4% 0-00
Volume 347,548 280,889 -66,659 -19.2% 1,183,090
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-25 117-15 116-02
R3 117-01 116-23 115-28
R2 116-09 116-09 115-25
R1 115-31 115-31 115-23 116-04
PP 115-17 115-17 115-17 115-20
S1 115-07 115-07 115-19 115-12
S2 114-25 114-25 115-17
S3 114-01 114-15 115-14
S4 113-09 113-23 115-08
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 120-16 119-27 116-20
R3 118-24 118-03 116-04
R2 117-00 117-00 115-31
R1 116-11 116-11 115-26 116-22
PP 115-08 115-08 115-08 115-14
S1 114-19 114-19 115-16 114-30
S2 113-16 113-16 115-11
S3 111-24 112-27 115-06
S4 110-00 111-03 114-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-30 114-06 1-24 1.5% 0-28 0.8% 84% False False 236,618
10 116-08 114-06 2-02 1.8% 0-25 0.7% 71% False False 249,838
20 118-12 114-06 4-06 3.6% 0-28 0.8% 35% False False 250,583
40 118-12 114-06 4-06 3.6% 0-28 0.8% 35% False False 201,018
60 118-12 114-06 4-06 3.6% 0-28 0.8% 35% False False 134,459
80 118-12 113-05 5-07 4.5% 0-26 0.7% 48% False False 100,855
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
4.250 119-01
2.618 117-26
1.618 117-02
1.000 116-19
0.618 116-10
HIGH 115-27
0.618 115-18
0.500 115-15
0.382 115-12
LOW 115-03
0.618 114-20
1.000 114-11
1.618 113-28
2.618 113-04
4.250 111-29
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 115-19 115-16
PP 115-17 115-10
S1 115-15 115-04

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

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