ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 117-24 117-30 0-06 0.2% 116-08
High 118-01 119-14 1-13 1.2% 118-04
Low 117-18 117-28 0-10 0.3% 115-25
Close 117-24 119-03 1-11 1.1% 118-03
Range 0-15 1-18 1-03 233.3% 2-11
ATR 0-24 0-26 0-02 9.2% 0-00
Volume 1,886 720 -1,166 -61.8% 4,219
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 123-16 122-27 119-30
R3 121-30 121-09 119-17
R2 120-12 120-12 119-12
R1 119-23 119-23 119-08 120-02
PP 118-26 118-26 118-26 118-31
S1 118-05 118-05 118-30 118-16
S2 117-08 117-08 118-26
S3 115-22 116-19 118-21
S4 114-04 115-01 118-08
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
5 119-14 116-15 2-31 2.5% 0-29 0.8% 88% True False 1,235
10 119-14 115-19 3-27 3.2% 0-29 0.8% 91% True False 791
20 119-14 113-09 6-05 5.2% 0-25 0.6% 94% True False 502
40 119-14 113-06 6-08 5.2% 0-20 0.5% 95% True False 267
60 119-14 113-06 6-08 5.2% 0-15 0.4% 95% True False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-02
2.618 123-17
1.618 121-31
1.000 121-00
0.618 120-13
HIGH 119-14
0.618 118-27
0.500 118-21
0.382 118-15
LOW 117-28
0.618 116-29
1.000 116-10
1.618 115-11
2.618 113-25
4.250 111-08
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 118-30 118-26
PP 118-26 118-17
S1 118-21 118-08

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

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