ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 124-27 125-00 0-05 0.1% 123-08
High 124-31 125-01 0-02 0.1% 124-30
Low 124-05 123-03 -1-02 -0.9% 121-28
Close 124-28 123-03 -1-25 -1.4% 124-29
Range 0-26 1-30 1-04 138.5% 3-02
ATR 1-14 1-15 0-01 2.6% 0-00
Volume 11,548 12,615 1,067 9.2% 209,547
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 129-18 128-08 124-05
R3 127-20 126-10 123-20
R2 125-22 125-22 123-14
R1 124-12 124-12 123-09 124-02
PP 123-24 123-24 123-24 123-18
S1 122-14 122-14 122-29 122-04
S2 121-26 121-26 122-24
S3 119-28 120-16 122-18
S4 117-30 118-18 122-01
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 133-03 132-02 126-19
R3 130-01 129-00 125-24
R2 126-31 126-31 125-15
R1 125-30 125-30 125-06 126-14
PP 123-29 123-29 123-29 124-05
S1 122-28 122-28 124-20 123-12
S2 120-27 120-27 124-11
S3 117-25 119-26 124-02
S4 114-23 116-24 123-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-15 122-18 2-29 2.4% 1-13 1.1% 18% False False 15,050
10 125-15 121-28 3-19 2.9% 1-12 1.1% 34% False False 149,830
20 126-15 119-26 6-21 5.4% 1-16 1.2% 49% False False 304,618
40 126-15 115-15 11-00 8.9% 1-13 1.1% 69% False False 323,713
60 126-15 114-06 12-09 10.0% 1-07 1.0% 73% False False 298,363
80 126-15 114-06 12-09 10.0% 1-04 0.9% 73% False False 271,535
100 126-15 114-06 12-09 10.0% 1-03 0.9% 73% False False 217,603
120 126-15 113-05 13-10 10.8% 1-01 0.8% 75% False False 181,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-08
2.618 130-03
1.618 128-05
1.000 126-31
0.618 126-07
HIGH 125-01
0.618 124-09
0.500 124-02
0.382 123-27
LOW 123-03
0.618 121-29
1.000 121-05
1.618 119-31
2.618 118-01
4.250 114-28
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 124-02 124-06
PP 123-24 123-27
S1 123-13 123-15

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

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