ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 120-26 120-27 0-01 0.0% 118-30
High 121-24 121-07 -0-17 -0.4% 124-16
Low 120-09 120-03 -0-06 -0.2% 118-15
Close 120-25 120-10 -0-15 -0.4% 122-00
Range 1-15 1-04 -0-11 -23.4% 6-01
ATR 1-13 1-12 -0-01 -1.4% 0-00
Volume 308,791 317,297 8,506 2.8% 2,119,807
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 123-29 123-08 120-30
R3 122-25 122-04 120-20
R2 121-21 121-21 120-17
R1 121-00 121-00 120-13 120-24
PP 120-17 120-17 120-17 120-14
S1 119-28 119-28 120-07 119-20
S2 119-13 119-13 120-03
S3 118-09 118-24 120-00
S4 117-05 117-20 119-22
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 139-24 136-29 125-10
R3 133-23 130-28 123-21
R2 127-22 127-22 123-03
R1 124-27 124-27 122-18 126-08
PP 121-21 121-21 121-21 122-12
S1 118-26 118-26 121-14 120-08
S2 115-20 115-20 120-29
S3 109-19 112-25 120-11
S4 103-18 106-24 118-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-16 120-03 4-13 3.7% 2-07 1.8% 5% False True 483,926
10 124-16 117-15 7-01 5.8% 1-21 1.4% 40% False False 399,468
20 124-16 115-15 9-01 7.5% 1-09 1.1% 54% False False 342,809
40 124-16 114-06 10-10 8.6% 1-02 0.9% 59% False False 295,236
60 124-16 114-06 10-10 8.6% 1-01 0.8% 59% False False 260,508
80 124-16 114-06 10-10 8.6% 1-00 0.8% 59% False False 195,850
100 124-16 113-05 11-11 9.4% 0-30 0.8% 63% False False 156,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-00
2.618 124-05
1.618 123-01
1.000 122-11
0.618 121-29
HIGH 121-07
0.618 120-25
0.500 120-21
0.382 120-17
LOW 120-03
0.618 119-13
1.000 118-31
1.618 118-09
2.618 117-05
4.250 115-10
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 120-21 120-30
PP 120-17 120-23
S1 120-14 120-16

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

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