ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 118-09 117-20 -0-21 -0.6% 116-31
High 118-16 118-08 -0-08 -0.2% 117-29
Low 117-14 117-15 0-01 0.0% 116-10
Close 117-17 118-07 0-22 0.6% 116-28
Range 1-02 0-25 -0-09 -26.5% 1-19
ATR 0-30 0-30 0-00 -1.2% 0-00
Volume 420,029 369,729 -50,300 -12.0% 1,383,245
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 120-10 120-02 118-21
R3 119-17 119-09 118-14
R2 118-24 118-24 118-12
R1 118-16 118-16 118-09 118-20
PP 117-31 117-31 117-31 118-02
S1 117-23 117-23 118-05 117-27
S2 117-06 117-06 118-02
S3 116-13 116-30 118-00
S4 115-20 116-05 117-25
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
5 118-24 116-22 2-02 1.7% 1-02 0.9% 74% False False 319,171
10 118-24 116-04 2-20 2.2% 0-29 0.8% 80% False False 294,966
20 118-24 114-06 4-18 3.9% 0-29 0.8% 88% False False 273,840
40 118-24 114-06 4-18 3.9% 0-28 0.7% 88% False False 258,030
60 118-24 114-06 4-18 3.9% 0-29 0.8% 88% False False 200,594
80 118-24 113-11 5-13 4.6% 0-29 0.8% 90% False False 150,553
100 118-27 113-05 5-22 4.8% 0-27 0.7% 89% False False 120,446
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-18
2.618 120-09
1.618 119-16
1.000 119-01
0.618 118-23
HIGH 118-08
0.618 117-30
0.500 117-28
0.382 117-25
LOW 117-15
0.618 117-00
1.000 116-22
1.618 116-07
2.618 115-14
4.250 114-05
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 118-03 118-03
PP 117-31 117-31
S1 117-28 117-26

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

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