ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 124-13 124-27 0-14 0.4% 122-20
High 125-00 124-31 -0-01 0.0% 124-14
Low 123-22 124-04 0-14 0.4% 121-06
Close 124-09 124-19 0-10 0.3% 124-12
Range 1-10 0-27 -0-15 -35.7% 3-08
ATR 1-16 1-15 -0-02 -3.1% 0-00
Volume 352,807 249,496 -103,311 -29.3% 1,343,030
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 127-03 126-22 125-02
R3 126-08 125-27 124-26
R2 125-13 125-13 124-24
R1 125-00 125-00 124-21 124-25
PP 124-18 124-18 124-18 124-14
S1 124-05 124-05 124-17 123-30
S2 123-23 123-23 124-14
S3 122-28 123-10 124-12
S4 122-01 122-15 124-04
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
5 125-00 121-06 3-26 3.1% 1-15 1.2% 89% False False 288,368
10 125-00 121-06 3-26 3.1% 1-13 1.1% 89% False False 286,938
20 126-05 119-04 7-01 5.6% 1-16 1.2% 78% False False 158,602
40 126-05 114-15 11-22 9.4% 1-11 1.1% 87% False False 80,302
60 126-05 113-06 12-31 10.4% 1-03 0.9% 88% False False 53,548
80 126-05 113-06 12-31 10.4% 0-28 0.7% 88% False False 40,165
100 126-05 113-06 12-31 10.4% 0-23 0.6% 88% False False 32,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-18
2.618 127-06
1.618 126-11
1.000 125-26
0.618 125-16
HIGH 124-31
0.618 124-21
0.500 124-18
0.382 124-14
LOW 124-04
0.618 123-19
1.000 123-09
1.618 122-24
2.618 121-29
4.250 120-17
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 124-18 124-07
PP 124-18 123-27
S1 124-18 123-14

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

View Archives - Comment on this page... - Back to Index of Symbols