ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 123-00 122-18 -0-14 -0.4% 121-14
High 123-17 124-25 1-08 1.0% 122-18
Low 122-13 122-18 0-05 0.1% 119-26
Close 122-25 124-01 1-08 1.0% 122-01
Range 1-04 2-07 1-03 97.2% 2-24
ATR 1-14 1-16 0-02 3.9% 0-00
Volume 382,981 435,583 52,602 13.7% 1,968,478
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 130-14 129-15 125-08
R3 128-07 127-08 124-21
R2 126-00 126-00 124-14
R1 125-01 125-01 124-08 125-16
PP 123-25 123-25 123-25 124-01
S1 122-26 122-26 123-26 123-10
S2 121-18 121-18 123-20
S3 119-11 120-19 123-13
S4 117-04 118-12 122-26
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 129-23 128-20 123-17
R3 126-31 125-28 122-25
R2 124-07 124-07 122-17
R1 123-04 123-04 122-09 123-22
PP 121-15 121-15 121-15 121-24
S1 120-12 120-12 121-25 120-30
S2 118-23 118-23 121-17
S3 115-31 117-20 121-09
S4 113-07 114-28 120-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-25 120-24 4-01 3.3% 1-23 1.4% 81% True False 407,890
10 124-25 119-26 4-31 4.0% 1-21 1.3% 85% True False 426,488
20 124-25 116-22 8-03 6.5% 1-17 1.2% 91% True False 378,166
40 124-25 114-06 10-19 8.5% 1-06 1.0% 93% True False 321,595
60 124-25 114-06 10-19 8.5% 1-03 0.9% 93% True False 292,967
80 124-25 114-06 10-19 8.5% 1-02 0.8% 93% True False 225,093
100 124-25 113-05 11-20 9.4% 1-00 0.8% 94% True False 180,120
120 124-25 113-05 11-20 9.4% 0-30 0.7% 94% True False 150,101
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 0-13
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 134-07
2.618 130-19
1.618 128-12
1.000 127-00
0.618 126-05
HIGH 124-25
0.618 123-30
0.500 123-22
0.382 123-13
LOW 122-18
0.618 121-06
1.000 120-11
1.618 118-31
2.618 116-24
4.250 113-04
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 123-29 123-22
PP 123-25 123-11
S1 123-22 123-00

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

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