ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 115-17 115-22 0-05 0.1% 114-18
High 115-23 116-17 0-26 0.7% 115-27
Low 115-10 115-19 0-09 0.2% 114-15
Close 115-21 116-18 0-29 0.8% 115-25
Range 0-13 0-30 0-17 130.8% 1-12
ATR 0-20 0-21 0-01 3.4% 0-00
Volume 795 219 -576 -72.5% 931
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-01 118-24 117-02
R3 118-03 117-26 116-26
R2 117-05 117-05 116-24
R1 116-28 116-28 116-21 117-00
PP 116-07 116-07 116-07 116-10
S1 115-30 115-30 116-15 116-02
S2 115-09 115-09 116-12
S3 114-11 115-00 116-10
S4 113-13 114-02 116-02
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 119-16 119-00 116-17
R3 118-04 117-20 116-05
R2 116-24 116-24 116-01
R1 116-08 116-08 115-29 116-16
PP 115-12 115-12 115-12 115-16
S1 114-28 114-28 115-21 115-04
S2 114-00 114-00 115-17
S3 112-20 113-16 115-13
S4 111-08 112-04 115-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-17 114-15 2-02 1.8% 0-21 0.6% 102% True False 364
10 116-17 113-31 2-18 2.2% 0-19 0.5% 101% True False 230
20 116-17 113-06 3-11 2.9% 0-21 0.6% 101% True False 138
40 117-00 113-06 3-26 3.3% 0-15 0.4% 89% False False 78
60 117-00 113-06 3-26 3.3% 0-11 0.3% 89% False False 58
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 0-05
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-16
2.618 119-00
1.618 118-02
1.000 117-15
0.618 117-04
HIGH 116-17
0.618 116-06
0.500 116-02
0.382 115-30
LOW 115-19
0.618 115-00
1.000 114-21
1.618 114-02
2.618 113-04
4.250 111-20
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 116-13 116-11
PP 116-07 116-04
S1 116-02 115-30

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

View Archives - Comment on this page... - Back to Index of Symbols