ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 114-18 115-09 0-23 0.6% 113-23
High 115-05 115-18 0-13 0.4% 114-22
Low 114-18 115-04 0-18 0.5% 113-06
Close 115-03 115-17 0-14 0.4% 114-15
Range 0-19 0-14 -0-05 -26.3% 1-16
ATR 0-20 0-20 0-00 -1.9% 0-00
Volume 7 43 36 514.3% 387
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 116-23 116-18 115-25
R3 116-09 116-04 115-21
R2 115-27 115-27 115-20
R1 115-22 115-22 115-18 115-24
PP 115-13 115-13 115-13 115-14
S1 115-08 115-08 115-16 115-10
S2 114-31 114-31 115-14
S3 114-17 114-26 115-13
S4 114-03 114-12 115-09
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-20 118-01 115-09
R3 117-04 116-17 114-28
R2 115-20 115-20 114-24
R1 115-01 115-01 114-19 115-10
PP 114-04 114-04 114-04 114-08
S1 113-17 113-17 114-11 113-26
S2 112-20 112-20 114-06
S3 111-04 112-01 114-02
S4 109-20 110-17 113-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-18 113-09 2-09 2.0% 0-21 0.6% 99% True False 61
10 115-18 113-06 2-12 2.1% 0-22 0.6% 99% True False 62
20 117-00 113-06 3-26 3.3% 0-18 0.5% 61% False False 41
40 117-00 113-06 3-26 3.3% 0-12 0.3% 61% False False 28
60 117-00 113-06 3-26 3.3% 0-09 0.2% 61% False False 24
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-14
2.618 116-23
1.618 116-09
1.000 116-00
0.618 115-27
HIGH 115-18
0.618 115-13
0.500 115-11
0.382 115-09
LOW 115-04
0.618 114-27
1.000 114-22
1.618 114-13
2.618 113-31
4.250 113-08
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 115-15 115-09
PP 115-13 115-01
S1 115-11 114-24

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

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