ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 120-08 119-17 -0-23 -0.6% 117-24
High 120-16 120-13 -0-03 -0.1% 123-30
Low 119-12 119-04 -0-08 -0.2% 117-18
Close 119-20 119-27 0-07 0.2% 121-12
Range 1-04 1-09 0-05 13.9% 6-12
ATR 1-09 1-09 0-00 0.0% 0-00
Volume 3,342 4,056 714 21.4% 23,705
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 123-20 123-01 120-18
R3 122-11 121-24 120-06
R2 121-02 121-02 120-03
R1 120-15 120-15 119-31 120-24
PP 119-25 119-25 119-25 119-30
S1 119-06 119-06 119-23 119-16
S2 118-16 118-16 119-19
S3 117-07 117-29 119-16
S4 115-30 116-20 119-04
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
5 123-16 119-04 4-12 3.7% 1-21 1.4% 16% False True 6,125
10 123-30 117-02 6-28 5.7% 1-24 1.5% 40% False False 4,261
20 123-30 115-05 8-25 7.3% 1-08 1.0% 53% False False 2,344
40 123-30 113-06 10-24 9.0% 0-30 0.8% 62% False False 1,206
60 123-30 113-06 10-24 9.0% 0-22 0.6% 62% False False 809
80 123-30 113-06 10-24 9.0% 0-17 0.5% 62% False False 611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-27
2.618 123-24
1.618 122-15
1.000 121-22
0.618 121-06
HIGH 120-13
0.618 119-29
0.500 119-24
0.382 119-20
LOW 119-04
0.618 118-11
1.000 117-27
1.618 117-02
2.618 115-25
4.250 113-22
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 119-26 120-03
PP 119-25 120-00
S1 119-24 119-30

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

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