ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 127-12 127-22 0-10 0.2% 123-18
High 127-24 128-19 0-27 0.7% 125-31
Low 126-29 127-14 0-17 0.4% 122-21
Close 127-16 128-00 0-16 0.4% 125-11
Range 0-27 1-05 0-10 37.0% 3-10
ATR 1-10 1-10 0-00 -0.9% 0-00
Volume 337,433 300,267 -37,166 -11.0% 1,167,818
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 131-15 130-29 128-20
R3 130-10 129-24 128-10
R2 129-05 129-05 128-07
R1 128-19 128-19 128-03 128-28
PP 128-00 128-00 128-00 128-05
S1 127-14 127-14 127-29 127-23
S2 126-27 126-27 127-25
S3 125-22 126-09 127-22
S4 124-17 125-04 127-12
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
5 128-19 124-19 4-00 3.1% 1-03 0.8% 85% True False 270,980
10 128-19 122-21 5-30 4.6% 1-05 0.9% 90% True False 252,465
20 128-19 121-29 6-22 5.2% 1-10 1.0% 91% True False 256,792
40 128-19 119-04 9-15 7.4% 1-14 1.1% 94% True False 186,453
60 128-19 113-31 14-20 11.4% 1-09 1.0% 96% True False 124,584
80 128-19 113-06 15-13 12.0% 1-03 0.9% 96% True False 93,448
100 128-19 113-06 15-13 12.0% 0-29 0.7% 96% True False 74,763
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 2 trading days
Fibonacci Retracements and Extensions
4.250 133-16
2.618 131-20
1.618 130-15
1.000 129-24
0.618 129-10
HIGH 128-19
0.618 128-05
0.500 128-00
0.382 127-28
LOW 127-14
0.618 126-23
1.000 126-09
1.618 125-18
2.618 124-13
4.250 122-17
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 128-00 127-26
PP 128-00 127-19
S1 128-00 127-13

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

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