ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 125-17 126-12 0-27 0.7% 123-18
High 126-16 127-13 0-29 0.7% 125-31
Low 125-13 126-07 0-26 0.6% 122-21
Close 126-09 127-04 0-27 0.7% 125-11
Range 1-03 1-06 0-03 8.6% 3-10
ATR 1-12 1-12 0-00 -1.0% 0-00
Volume 239,342 203,679 -35,663 -14.9% 1,167,818
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 130-15 130-00 127-25
R3 129-09 128-26 127-14
R2 128-03 128-03 127-11
R1 127-20 127-20 127-07 127-28
PP 126-29 126-29 126-29 127-01
S1 126-14 126-14 127-01 126-22
S2 125-23 125-23 126-29
S3 124-17 125-08 126-26
S4 123-11 124-02 126-15
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 134-19 133-09 127-05
R3 131-09 129-31 126-08
R2 127-31 127-31 125-30
R1 126-21 126-21 125-21 127-10
PP 124-21 124-21 124-21 125-00
S1 123-11 123-11 125-01 124-00
S2 121-11 121-11 124-24
S3 118-01 120-01 124-14
S4 114-23 116-23 123-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-13 124-12 3-01 2.4% 1-06 0.9% 91% True False 238,823
10 127-13 122-21 4-24 3.7% 1-07 1.0% 94% True False 235,509
20 127-13 121-06 6-07 4.9% 1-11 1.1% 95% True False 253,350
40 127-13 119-04 8-09 6.5% 1-17 1.2% 97% True False 170,688
60 127-13 113-09 14-04 11.1% 1-09 1.0% 98% True False 113,959
80 127-13 113-06 14-07 11.2% 1-03 0.8% 98% True False 85,478
100 127-13 113-06 14-07 11.2% 0-29 0.7% 98% True False 68,386
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 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-14
2.618 130-16
1.618 129-10
1.000 128-19
0.618 128-04
HIGH 127-13
0.618 126-30
0.500 126-26
0.382 126-22
LOW 126-07
0.618 125-16
1.000 125-01
1.618 124-10
2.618 123-04
4.250 121-06
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 127-01 126-24
PP 126-29 126-12
S1 126-26 126-00

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

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