ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 127-21 127-06 -0-15 -0.4% 125-17
High 128-09 128-06 -0-03 -0.1% 128-19
Low 127-02 127-02 0-00 0.0% 125-13
Close 127-05 128-00 0-27 0.7% 127-05
Range 1-07 1-04 -0-03 -7.7% 3-06
ATR 1-10 1-09 0-00 -1.0% 0-00
Volume 345,665 264,993 -80,672 -23.3% 1,426,386
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 131-04 130-22 128-20
R3 130-00 129-18 128-10
R2 128-28 128-28 128-07
R1 128-14 128-14 128-03 128-21
PP 127-24 127-24 127-24 127-28
S1 127-10 127-10 127-29 127-17
S2 126-20 126-20 127-25
S3 125-16 126-06 127-22
S4 124-12 125-02 127-12
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 136-20 135-02 128-29
R3 133-14 131-28 128-01
R2 130-08 130-08 127-24
R1 128-22 128-22 127-14 129-15
PP 127-02 127-02 127-02 127-14
S1 125-16 125-16 126-28 126-09
S2 123-28 123-28 126-18
S3 120-22 122-10 126-09
S4 117-16 119-04 125-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-19 126-07 2-12 1.9% 1-03 0.9% 75% False False 290,407
10 128-19 123-09 5-10 4.2% 1-06 0.9% 89% False False 270,928
20 128-19 122-15 6-04 4.8% 1-08 1.0% 90% False False 256,151
40 128-19 119-04 9-15 7.4% 1-12 1.1% 94% False False 201,278
60 128-19 114-15 14-04 11.0% 1-10 1.0% 96% False False 134,761
80 128-19 113-06 15-13 12.0% 1-04 0.9% 96% False False 101,080
100 128-19 113-06 15-13 12.0% 0-30 0.7% 96% False False 80,869
120 128-19 113-06 15-13 12.0% 0-25 0.6% 96% False False 67,392
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-31
2.618 131-04
1.618 130-00
1.000 129-10
0.618 128-28
HIGH 128-06
0.618 127-24
0.500 127-20
0.382 127-16
LOW 127-02
0.618 126-12
1.000 125-30
1.618 125-08
2.618 124-04
4.250 122-09
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 127-28 127-30
PP 127-24 127-28
S1 127-20 127-26

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

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