ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 114-20 113-23 -0-29 -0.8% 114-00
High 114-20 113-29 -0-23 -0.6% 115-02
Low 113-26 113-06 -0-20 -0.5% 113-26
Close 113-22 113-06 -0-16 -0.4% 113-22
Range 0-26 0-23 -0-03 -11.5% 1-08
ATR 0-19 0-20 0-00 1.4% 0-00
Volume 86 11 -75 -87.2% 198
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-19 115-03 113-19
R3 114-28 114-12 113-12
R2 114-05 114-05 113-10
R1 113-21 113-21 113-08 113-18
PP 113-14 113-14 113-14 113-12
S1 112-30 112-30 113-04 112-26
S2 112-23 112-23 113-02
S3 112-00 112-07 113-00
S4 111-09 111-16 112-25
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-30 117-02 114-12
R3 116-22 115-26 114-01
R2 115-14 115-14 113-29
R1 114-18 114-18 113-26 114-12
PP 114-06 114-06 114-06 114-03
S1 113-10 113-10 113-18 113-04
S2 112-30 112-30 113-15
S3 111-22 112-02 113-11
S4 110-14 110-26 113-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-02 113-06 1-28 1.7% 0-23 0.6% 0% False True 40
10 116-17 113-06 3-11 3.0% 0-22 0.6% 0% False True 35
20 117-00 113-06 3-26 3.4% 0-15 0.4% 0% False True 28
40 117-00 113-06 3-26 3.4% 0-10 0.3% 0% False True 25
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 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-31
2.618 115-25
1.618 115-02
1.000 114-20
0.618 114-11
HIGH 113-29
0.618 113-20
0.500 113-18
0.382 113-15
LOW 113-06
0.618 112-24
1.000 112-15
1.618 112-01
2.618 111-10
4.250 110-04
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 113-18 114-04
PP 113-14 113-26
S1 113-10 113-16

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

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