ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 114-04 114-25 0-21 0.6% 116-05
High 114-05 114-25 0-20 0.5% 116-05
Low 114-04 114-25 0-21 0.6% 114-04
Close 114-15 114-25 0-10 0.3% 114-25
Range 0-01 0-00 -0-01 -100.0% 2-01
ATR 0-17 0-17 -0-01 -3.0% 0-00
Volume 2 134 132 6,600.0% 158
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 114-25 114-25 114-25
R3 114-25 114-25 114-25
R2 114-25 114-25 114-25
R1 114-25 114-25 114-25 114-25
PP 114-25 114-25 114-25 114-25
S1 114-25 114-25 114-25 114-25
S2 114-25 114-25 114-25
S3 114-25 114-25 114-25
S4 114-25 114-25 114-25
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-04 119-31 115-29
R3 119-03 117-30 115-11
R2 117-02 117-02 115-05
R1 115-29 115-29 114-31 115-15
PP 115-01 115-01 115-01 114-26
S1 113-28 113-28 114-19 113-14
S2 113-00 113-00 114-13
S3 110-31 111-27 114-07
S4 108-30 109-26 113-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-05 114-04 2-01 1.8% 0-00 0.0% 32% False False 31
10 116-20 114-04 2-16 2.2% 0-04 0.1% 26% False False 16
20 116-20 114-04 2-16 2.2% 0-02 0.0% 26% False False 9
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-25
2.618 114-25
1.618 114-25
1.000 114-25
0.618 114-25
HIGH 114-25
0.618 114-25
0.500 114-25
0.382 114-25
LOW 114-25
0.618 114-25
1.000 114-25
1.618 114-25
2.618 114-25
4.250 114-25
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 114-25 114-22
PP 114-25 114-18
S1 114-25 114-14

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

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