ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 122-09 122-00 -0-09 -0.2% 122-20
High 122-17 124-14 1-29 1.6% 124-14
Low 121-06 121-29 0-23 0.6% 121-06
Close 121-27 124-12 2-17 2.1% 124-12
Range 1-11 2-17 1-06 88.4% 3-08
ATR 1-14 1-17 0-03 5.8% 0-00
Volume 267,328 270,681 3,353 1.3% 1,343,030
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 131-05 130-10 125-25
R3 128-20 127-25 125-02
R2 126-03 126-03 124-27
R1 125-08 125-08 124-19 125-22
PP 123-18 123-18 123-18 123-25
S1 122-23 122-23 124-05 123-04
S2 121-01 121-01 123-29
S3 118-16 120-06 123-22
S4 115-31 117-21 122-31
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 133-03 131-31 126-05
R3 129-27 128-23 125-09
R2 126-19 126-19 124-31
R1 125-15 125-15 124-22 126-01
PP 123-11 123-11 123-11 123-20
S1 122-07 122-07 124-02 122-25
S2 120-03 120-03 123-25
S3 116-27 118-31 123-15
S4 113-19 115-23 122-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-14 121-06 3-08 2.6% 1-15 1.2% 98% True False 268,606
10 126-05 121-06 4-31 4.0% 1-15 1.2% 64% False False 245,746
20 126-05 119-04 7-01 5.7% 1-18 1.3% 75% False False 128,948
40 126-05 114-15 11-22 9.4% 1-10 1.1% 85% False False 65,246
60 126-05 113-06 12-31 10.4% 1-02 0.9% 86% False False 43,510
80 126-05 113-06 12-31 10.4% 0-27 0.7% 86% False False 32,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 135-06
2.618 131-02
1.618 128-17
1.000 126-31
0.618 126-00
HIGH 124-14
0.618 123-15
0.500 123-06
0.382 122-28
LOW 121-29
0.618 120-11
1.000 119-12
1.618 117-26
2.618 115-09
4.250 111-05
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 123-31 123-27
PP 123-18 123-11
S1 123-06 122-26

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

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