ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 128-10 127-23 -0-19 -0.5% 126-07
High 128-13 128-13 0-00 0.0% 128-15
Low 127-13 127-16 0-03 0.1% 125-07
Close 127-19 127-31 0-12 0.3% 128-03
Range 1-00 0-29 -0-03 -9.4% 3-08
ATR 1-08 1-07 -0-01 -1.9% 0-00
Volume 304,382 222,204 -82,178 -27.0% 1,337,661
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 130-22 130-07 128-15
R3 129-25 129-10 128-07
R2 128-28 128-28 128-04
R1 128-13 128-13 128-02 128-20
PP 127-31 127-31 127-31 128-02
S1 127-16 127-16 127-28 127-24
S2 127-02 127-02 127-26
S3 126-05 126-19 127-23
S4 125-08 125-22 127-15
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 137-00 135-26 129-28
R3 133-24 132-18 129-00
R2 130-16 130-16 128-22
R1 129-10 129-10 128-13 129-29
PP 127-08 127-08 127-08 127-18
S1 126-02 126-02 127-25 126-21
S2 124-00 124-00 127-16
S3 120-24 122-26 127-06
S4 117-16 119-18 126-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-15 125-07 3-08 2.5% 1-08 1.0% 85% False False 296,644
10 128-15 125-07 3-08 2.5% 1-05 0.9% 85% False False 257,394
20 128-19 123-09 5-10 4.2% 1-05 0.9% 88% False False 264,161
40 128-19 121-06 7-13 5.8% 1-09 1.0% 92% False False 261,731
60 128-19 115-26 12-25 10.0% 1-13 1.1% 95% False False 177,610
80 128-19 113-06 15-13 12.0% 1-07 0.9% 96% False False 133,252
100 128-19 113-06 15-13 12.0% 1-01 0.8% 96% False False 106,606
120 128-19 113-06 15-13 12.0% 0-28 0.7% 96% False False 88,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-08
2.618 130-25
1.618 129-28
1.000 129-10
0.618 128-31
HIGH 128-13
0.618 128-02
0.500 127-30
0.382 127-27
LOW 127-16
0.618 126-30
1.000 126-19
1.618 126-01
2.618 125-04
4.250 123-21
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 127-31 127-30
PP 127-31 127-29
S1 127-30 127-28

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

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