ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 114-11 114-25 0-14 0.4% 116-21
High 115-00 115-02 0-02 0.1% 116-21
Low 114-11 114-07 -0-04 -0.1% 113-23
Close 114-30 114-23 -0-07 -0.2% 114-07
Range 0-21 0-27 0-06 28.6% 2-30
ATR 0-18 0-19 0-01 3.6% 0-00
Volume 20 80 60 300.0% 143
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-06 116-26 115-06
R3 116-11 115-31 114-30
R2 115-16 115-16 114-28
R1 115-04 115-04 114-25 114-28
PP 114-21 114-21 114-21 114-18
S1 114-09 114-09 114-21 114-02
S2 113-26 113-26 114-18
S3 112-31 113-14 114-16
S4 112-04 112-19 114-08
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 123-22 121-28 115-27
R3 120-24 118-30 115-01
R2 117-26 117-26 114-24
R1 116-00 116-00 114-16 115-14
PP 114-28 114-28 114-28 114-18
S1 113-02 113-02 113-30 112-16
S2 111-30 111-30 113-22
S3 109-00 110-04 113-13
S4 106-02 107-06 112-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-02 113-28 1-06 1.0% 0-16 0.4% 71% True False 26
10 116-23 113-23 3-00 2.6% 0-17 0.5% 33% False False 28
20 117-00 113-23 3-09 2.9% 0-12 0.3% 30% False False 24
40 117-00 113-18 3-14 3.0% 0-09 0.3% 34% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-21
2.618 117-09
1.618 116-14
1.000 115-29
0.618 115-19
HIGH 115-02
0.618 114-24
0.500 114-20
0.382 114-17
LOW 114-07
0.618 113-22
1.000 113-12
1.618 112-27
2.618 112-00
4.250 110-20
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 114-22 114-21
PP 114-21 114-19
S1 114-20 114-16

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

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