ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 117-09 116-31 -0-10 -0.3% 116-31
High 117-15 117-15 0-00 0.0% 117-29
Low 116-22 116-22 0-00 0.0% 116-10
Close 116-28 116-28 0-00 0.0% 116-28
Range 0-25 0-25 0-00 0.0% 1-19
ATR 0-28 0-28 0-00 -0.7% 0-00
Volume 308,686 284,373 -24,313 -7.9% 1,383,245
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-11 118-29 117-10
R3 118-18 118-04 117-03
R2 117-25 117-25 117-01
R1 117-11 117-11 116-30 117-06
PP 117-00 117-00 117-00 116-30
S1 116-18 116-18 116-26 116-12
S2 116-07 116-07 116-23
S3 115-14 115-25 116-21
S4 114-21 115-00 116-14
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 121-26 120-30 117-24
R3 120-07 119-11 117-10
R2 118-20 118-20 117-05
R1 117-24 117-24 117-01 117-12
PP 117-01 117-01 117-01 116-27
S1 116-05 116-05 116-23 115-26
S2 115-14 115-14 116-19
S3 113-27 114-18 116-14
S4 112-08 112-31 116-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-29 116-10 1-19 1.4% 0-24 0.7% 35% False False 260,675
10 117-29 115-15 2-14 2.1% 0-25 0.7% 58% False False 273,849
20 117-29 114-06 3-23 3.2% 0-26 0.7% 72% False False 253,832
40 118-12 114-06 4-06 3.6% 0-27 0.7% 64% False False 250,543
60 118-12 114-06 4-06 3.6% 0-29 0.8% 64% False False 183,946
80 118-12 113-05 5-07 4.5% 0-28 0.7% 71% False False 138,020
100 120-13 113-05 7-08 6.2% 0-26 0.7% 51% False False 110,418
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 120-25
2.618 119-16
1.618 118-23
1.000 118-08
0.618 117-30
HIGH 117-15
0.618 117-05
0.500 117-02
0.382 117-00
LOW 116-22
0.618 116-07
1.000 115-29
1.618 115-14
2.618 114-21
4.250 113-12
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 117-02 117-10
PP 117-00 117-05
S1 116-30 117-00

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

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