ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 113-18 113-18 0-00 0.0% 115-00
High 113-18 113-18 0-00 0.0% 115-17
Low 113-18 113-18 0-00 0.0% 113-18
Close 114-00 113-19 -0-13 -0.4% 114-00
Range
ATR 0-16 0-16 0-00 -0.9% 0-00
Volume 2 2 0 0.0% 140
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 113-18 113-19 113-19
R3 113-18 113-19 113-19
R2 113-18 113-18 113-19
R1 113-19 113-19 113-19 113-18
PP 113-18 113-18 113-18 113-18
S1 113-19 113-19 113-19 113-18
S2 113-18 113-18 113-19
S3 113-18 113-19 113-19
S4 113-18 113-19 113-19
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-09 119-03 115-03
R3 118-10 117-04 114-17
R2 116-11 116-11 114-12
R1 115-05 115-05 114-06 114-24
PP 114-12 114-12 114-12 114-05
S1 113-06 113-06 113-26 112-26
S2 112-13 112-13 113-20
S3 110-14 111-07 113-15
S4 108-15 109-08 112-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-17 113-18 1-31 1.7% 0-05 0.1% 2% False True 28
10 116-05 113-18 2-19 2.3% 0-02 0.1% 1% False True 30
20 116-20 113-18 3-02 2.7% 0-03 0.1% 1% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 113-18
2.618 113-18
1.618 113-18
1.000 113-18
0.618 113-18
HIGH 113-18
0.618 113-18
0.500 113-18
0.382 113-18
LOW 113-18
0.618 113-18
1.000 113-18
1.618 113-18
2.618 113-18
4.250 113-18
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 113-19 113-30
PP 113-18 113-26
S1 113-18 113-23

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

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