ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 124-17 124-10 -0-07 -0.2% 121-02
High 124-29 124-13 -0-16 -0.4% 125-20
Low 123-13 122-05 -1-08 -1.0% 120-19
Close 124-01 122-14 -1-19 -1.3% 124-16
Range 1-16 2-08 0-24 50.0% 5-01
ATR 1-16 1-18 0-02 3.5% 0-00
Volume 240,475 362,275 121,800 50.6% 94,666
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 129-24 128-11 123-22
R3 127-16 126-03 123-02
R2 125-08 125-08 122-27
R1 123-27 123-27 122-21 123-14
PP 123-00 123-00 123-00 122-25
S1 121-19 121-19 122-07 121-06
S2 120-24 120-24 122-01
S3 118-16 119-11 121-26
S4 116-08 117-03 121-06
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
5 126-05 122-05 4-00 3.3% 1-23 1.4% 7% False True 166,202
10 126-05 120-07 5-30 4.8% 1-23 1.4% 37% False False 89,801
20 126-05 117-02 9-03 7.4% 1-24 1.4% 59% False False 47,031
40 126-05 113-06 12-31 10.6% 1-07 1.0% 71% False False 23,649
60 126-05 113-06 12-31 10.6% 0-30 0.8% 71% False False 15,774
80 126-05 113-06 12-31 10.6% 0-24 0.6% 71% False False 11,836
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 0-07
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-31
2.618 130-09
1.618 128-01
1.000 126-21
0.618 125-25
HIGH 124-13
0.618 123-17
0.500 123-09
0.382 123-01
LOW 122-05
0.618 120-25
1.000 119-29
1.618 118-17
2.618 116-09
4.250 112-19
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 123-09 124-05
PP 123-00 123-19
S1 122-23 123-00

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

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