ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 117-10 117-24 0-14 0.4% 116-08
High 118-04 118-01 -0-03 -0.1% 118-04
Low 117-02 117-18 0-16 0.4% 115-25
Close 118-03 117-24 -0-11 -0.3% 118-03
Range 1-02 0-15 -0-19 -55.9% 2-11
ATR 0-24 0-24 -0-01 -2.1% 0-00
Volume 2,297 1,886 -411 -17.9% 4,219
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 119-06 118-30 118-00
R3 118-23 118-15 117-28
R2 118-08 118-08 117-27
R1 118-00 118-00 117-25 118-00
PP 117-25 117-25 117-25 117-25
S1 117-17 117-17 117-23 117-16
S2 117-10 117-10 117-21
S3 116-27 117-02 117-20
S4 116-12 116-19 117-16
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 124-12 123-18 119-12
R3 122-01 121-07 118-24
R2 119-22 119-22 118-17
R1 118-28 118-28 118-10 119-09
PP 117-11 117-11 117-11 117-17
S1 116-17 116-17 117-28 116-30
S2 115-00 115-00 117-21
S3 112-21 114-06 117-14
S4 110-10 111-27 116-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-04 115-26 2-10 2.0% 0-31 0.8% 84% False False 1,212
10 118-04 115-10 2-26 2.4% 0-25 0.7% 87% False False 798
20 118-04 113-07 4-29 4.2% 0-23 0.6% 92% False False 472
40 118-04 113-06 4-30 4.2% 0-19 0.5% 92% False False 250
60 118-04 113-06 4-30 4.2% 0-14 0.4% 92% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-01
2.618 119-08
1.618 118-25
1.000 118-16
0.618 118-10
HIGH 118-01
0.618 117-27
0.500 117-26
0.382 117-24
LOW 117-18
0.618 117-09
1.000 117-03
1.618 116-26
2.618 116-11
4.250 115-18
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 117-26 117-19
PP 117-25 117-14
S1 117-24 117-10

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

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