ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 119-25 122-13 2-20 2.2% 117-24
High 123-30 123-16 -0-14 -0.4% 123-30
Low 119-12 121-00 1-20 1.4% 117-18
Close 122-29 121-12 -1-17 -1.2% 121-12
Range 4-18 2-16 -2-02 -45.2% 6-12
ATR 1-04 1-07 0-03 8.8% 0-00
Volume 4,853 14,013 9,160 188.7% 23,705
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 129-15 127-29 122-24
R3 126-31 125-13 122-02
R2 124-15 124-15 121-27
R1 122-29 122-29 121-19 122-14
PP 121-31 121-31 121-31 121-23
S1 120-13 120-13 121-05 119-30
S2 119-15 119-15 120-29
S3 116-31 117-29 120-22
S4 114-15 115-13 120-00
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 140-03 137-03 124-28
R3 133-23 130-23 123-04
R2 127-11 127-11 122-17
R1 124-11 124-11 121-31 125-27
PP 120-31 120-31 120-31 121-22
S1 117-31 117-31 120-25 119-15
S2 114-19 114-19 120-07
S3 108-07 111-19 119-20
S4 101-27 105-07 117-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-30 117-18 6-12 5.3% 2-03 1.7% 60% False False 4,741
10 123-30 115-25 8-05 6.7% 1-17 1.3% 69% False False 2,792
20 123-30 114-15 9-15 7.8% 1-03 0.9% 73% False False 1,544
40 123-30 113-06 10-24 8.9% 0-26 0.7% 76% False False 791
60 123-30 113-06 10-24 8.9% 0-20 0.5% 76% False False 537
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-04
2.618 130-01
1.618 127-17
1.000 126-00
0.618 125-01
HIGH 123-16
0.618 122-17
0.500 122-08
0.382 121-31
LOW 121-00
0.618 119-15
1.000 118-16
1.618 116-31
2.618 114-15
4.250 110-12
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 122-08 121-17
PP 121-31 121-15
S1 121-21 121-14

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

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