ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 118-30 120-06 1-08 1.1% 116-31
High 120-11 121-14 1-03 0.9% 119-04
Low 118-26 120-00 1-06 1.0% 116-22
Close 120-00 120-17 0-17 0.4% 119-02
Range 1-17 1-14 -0-03 -6.1% 2-14
ATR 0-31 1-00 0-01 3.4% 0-00
Volume 201,611 388,552 186,941 92.7% 1,552,345
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 124-31 124-06 121-10
R3 123-17 122-24 120-30
R2 122-03 122-03 120-25
R1 121-10 121-10 120-21 121-22
PP 120-21 120-21 120-21 120-27
S1 119-28 119-28 120-13 120-08
S2 119-07 119-07 120-09
S3 117-25 118-14 120-04
S4 116-11 117-00 119-24
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 125-19 124-25 120-13
R3 123-05 122-11 119-23
R2 120-23 120-23 119-16
R1 119-29 119-29 119-09 120-10
PP 118-09 118-09 118-09 118-16
S1 117-15 117-15 118-27 117-28
S2 115-27 115-27 118-20
S3 113-13 115-01 118-13
S4 110-31 112-19 117-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-14 117-15 3-31 3.3% 1-03 0.9% 77% True False 315,011
10 121-14 116-22 4-24 3.9% 1-02 0.9% 81% True False 309,438
20 121-14 115-03 6-11 5.3% 0-30 0.8% 86% True False 290,496
40 121-14 114-06 7-08 6.0% 0-29 0.8% 88% True False 264,426
60 121-14 114-06 7-08 6.0% 0-29 0.8% 88% True False 220,404
80 121-14 113-18 7-28 6.5% 0-29 0.8% 88% True False 165,616
100 121-14 113-05 8-09 6.9% 0-27 0.7% 89% True False 132,499
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-18
2.618 125-06
1.618 123-24
1.000 122-28
0.618 122-10
HIGH 121-14
0.618 120-28
0.500 120-23
0.382 120-18
LOW 120-00
0.618 119-04
1.000 118-18
1.618 117-22
2.618 116-08
4.250 113-28
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 120-23 120-11
PP 120-21 120-05
S1 120-19 119-30

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

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