ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 124-08 123-30 -0-10 -0.3% 121-02
High 125-20 125-02 -0-18 -0.4% 125-20
Low 123-24 123-30 0-06 0.2% 120-19
Close 124-16 124-01 -0-15 -0.4% 124-16
Range 1-28 1-04 -0-24 -40.0% 5-01
ATR 1-16 1-15 -0-01 -1.7% 0-00
Volume 37,885 37,971 86 0.2% 94,666
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 127-23 127-00 124-21
R3 126-19 125-28 124-11
R2 125-15 125-15 124-08
R1 124-24 124-24 124-04 125-04
PP 124-11 124-11 124-11 124-17
S1 123-20 123-20 123-30 124-00
S2 123-07 123-07 123-26
S3 122-03 122-16 123-23
S4 120-31 121-12 123-13
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 138-21 136-20 127-09
R3 133-20 131-19 125-28
R2 128-19 128-19 125-14
R1 126-18 126-18 124-31 127-18
PP 123-18 123-18 123-18 124-03
S1 121-17 121-17 124-01 122-18
S2 118-17 118-17 123-18
S3 113-16 116-16 123-04
S4 108-15 111-15 121-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-20 120-19 5-01 4.1% 1-22 1.4% 68% False False 24,749
10 125-20 119-04 6-16 5.2% 1-18 1.3% 75% False False 15,581
20 125-20 115-26 9-26 7.9% 1-20 1.3% 84% False False 9,367
40 125-20 113-06 12-14 10.0% 1-04 0.9% 87% False False 4,773
60 125-20 113-06 12-14 10.0% 0-27 0.7% 87% False False 3,189
80 125-20 113-06 12-14 10.0% 0-22 0.6% 87% False False 2,396
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-27
2.618 128-00
1.618 126-28
1.000 126-06
0.618 125-24
HIGH 125-02
0.618 124-20
0.500 124-16
0.382 124-12
LOW 123-30
0.618 123-08
1.000 122-26
1.618 122-04
2.618 121-00
4.250 119-05
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 124-16 123-31
PP 124-11 123-29
S1 124-06 123-26

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

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