ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 116-17 116-00 -0-17 -0.5% 115-08
High 116-17 116-00 -0-17 -0.5% 117-00
Low 116-17 114-15 -2-02 -1.8% 115-08
Close 116-17 114-21 -1-28 -1.6% 116-22
Range 0-00 1-17 1-17 1-24
ATR 0-13 0-17 0-04 28.3% 0-00
Volume 22 22 0 0.0% 63
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 119-20 118-22 115-16
R3 118-03 117-05 115-02
R2 116-18 116-18 114-30
R1 115-20 115-20 114-25 115-10
PP 115-01 115-01 115-01 114-29
S1 114-03 114-03 114-17 113-26
S2 113-16 113-16 114-12
S3 111-31 112-18 114-08
S4 110-14 111-01 113-26
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 121-18 120-28 117-21
R3 119-26 119-04 117-05
R2 118-02 118-02 117-00
R1 117-12 117-12 116-27 117-23
PP 116-10 116-10 116-10 116-16
S1 115-20 115-20 116-17 115-31
S2 114-18 114-18 116-12
S3 112-26 113-28 116-07
S4 111-02 112-04 115-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-00 114-15 2-17 2.2% 0-13 0.4% 7% False True 15
10 117-00 114-15 2-17 2.2% 0-10 0.3% 7% False True 21
20 117-00 114-15 2-17 2.2% 0-08 0.2% 7% False True 19
40 117-00 113-18 3-14 3.0% 0-06 0.2% 32% False False 17
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 0-00
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 122-16
2.618 120-00
1.618 118-15
1.000 117-17
0.618 116-30
HIGH 116-00
0.618 115-13
0.500 115-08
0.382 115-02
LOW 114-15
0.618 113-17
1.000 112-30
1.618 112-00
2.618 110-15
4.250 107-31
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 115-08 115-18
PP 115-01 115-08
S1 114-27 114-31

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

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