ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 123-23 122-29 -0-26 -0.7% 124-09
High 124-02 123-04 -0-30 -0.8% 126-15
Low 122-25 121-28 -0-29 -0.7% 122-21
Close 122-29 122-16 -0-13 -0.3% 123-07
Range 1-09 1-08 -0-01 -2.4% 3-26
ATR 1-16 1-15 -0-01 -1.2% 0-00
Volume 49,679 29,441 -20,238 -40.7% 2,906,207
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 126-08 125-20 123-06
R3 125-00 124-12 122-27
R2 123-24 123-24 122-23
R1 123-04 123-04 122-20 122-26
PP 122-16 122-16 122-16 122-11
S1 121-28 121-28 122-12 121-18
S2 121-08 121-08 122-09
S3 120-00 120-20 122-05
S4 118-24 119-12 121-26
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 135-18 133-06 125-10
R3 131-24 129-12 124-09
R2 127-30 127-30 123-29
R1 125-18 125-18 123-18 124-27
PP 124-04 124-04 124-04 123-24
S1 121-24 121-24 122-28 121-01
S2 120-10 120-10 122-17
S3 116-16 117-30 122-05
S4 112-22 114-04 121-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-26 121-28 2-30 2.4% 1-12 1.1% 21% False True 284,611
10 126-15 121-28 4-19 3.8% 1-17 1.2% 14% False True 411,018
20 126-15 119-26 6-21 5.4% 1-23 1.4% 40% False False 421,837
40 126-15 115-03 11-12 9.3% 1-10 1.1% 65% False False 356,166
60 126-15 114-06 12-09 10.0% 1-06 1.0% 68% False False 316,896
80 126-15 114-06 12-09 10.0% 1-04 0.9% 68% False False 270,762
100 126-15 113-18 12-29 10.5% 1-02 0.9% 69% False False 216,860
120 126-15 113-05 13-10 10.9% 1-00 0.8% 70% False False 180,722
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 3 trading days
Fibonacci Retracements and Extensions
4.250 128-14
2.618 126-13
1.618 125-05
1.000 124-12
0.618 123-29
HIGH 123-04
0.618 122-21
0.500 122-16
0.382 122-11
LOW 121-28
0.618 121-03
1.000 120-20
1.618 119-27
2.618 118-19
4.250 116-18
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 122-16 123-02
PP 122-16 122-28
S1 122-16 122-22

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

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