ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 116-31 116-31 0-00 0.0% 116-31
High 117-15 118-24 1-09 1.1% 117-29
Low 116-22 116-29 0-07 0.2% 116-10
Close 116-28 118-14 1-18 1.3% 116-28
Range 0-25 1-27 1-02 136.0% 1-19
ATR 0-28 0-30 0-02 8.4% 0-00
Volume 284,373 213,039 -71,334 -25.1% 1,383,245
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 123-18 122-27 119-14
R3 121-23 121-00 118-30
R2 119-28 119-28 118-25
R1 119-05 119-05 118-19 119-16
PP 118-01 118-01 118-01 118-07
S1 117-10 117-10 118-09 117-22
S2 116-06 116-06 118-03
S3 114-11 115-15 117-30
S4 112-16 113-20 117-14
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
5 118-24 116-20 2-04 1.8% 1-01 0.9% 85% True False 263,342
10 118-24 115-15 3-09 2.8% 0-29 0.8% 90% True False 271,389
20 118-24 114-06 4-18 3.9% 0-28 0.7% 93% True False 253,849
40 118-24 114-06 4-18 3.9% 0-28 0.7% 93% True False 248,016
60 118-24 114-06 4-18 3.9% 0-29 0.8% 93% True False 187,484
80 118-24 113-05 5-19 4.7% 0-28 0.8% 94% True False 140,683
100 120-13 113-05 7-08 6.1% 0-27 0.7% 73% False False 112,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 126-19
2.618 123-18
1.618 121-23
1.000 120-19
0.618 119-28
HIGH 118-24
0.618 118-01
0.500 117-26
0.382 117-20
LOW 116-29
0.618 115-25
1.000 115-02
1.618 113-30
2.618 112-03
4.250 109-02
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 118-08 118-06
PP 118-01 117-31
S1 117-26 117-23

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

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