ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 127-22 128-31 1-09 1.0% 126-07
High 129-14 129-07 -0-07 -0.2% 128-15
Low 127-18 128-00 0-14 0.3% 125-07
Close 128-27 128-03 -0-24 -0.6% 128-03
Range 1-28 1-07 -0-21 -35.0% 3-08
ATR 1-09 1-08 0-00 -0.3% 0-00
Volume 265,626 341,799 76,173 28.7% 1,337,661
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 132-03 131-10 128-24
R3 130-28 130-03 128-14
R2 129-21 129-21 128-10
R1 128-28 128-28 128-07 128-21
PP 128-14 128-14 128-14 128-10
S1 127-21 127-21 127-31 127-14
S2 127-07 127-07 127-28
S3 126-00 126-14 127-24
S4 124-25 125-07 127-14
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
5 129-14 127-08 2-06 1.7% 1-08 1.0% 39% False False 298,743
10 129-14 125-07 4-07 3.3% 1-08 1.0% 68% False False 271,681
20 129-14 124-19 4-27 3.8% 1-06 0.9% 72% False False 270,341
40 129-14 121-06 8-08 6.4% 1-09 1.0% 84% False False 267,095
60 129-14 116-15 12-31 10.1% 1-13 1.1% 90% False False 187,706
80 129-14 113-06 16-08 12.7% 1-08 1.0% 92% False False 140,845
100 129-14 113-06 16-08 12.7% 1-02 0.8% 92% False False 112,680
120 129-14 113-06 16-08 12.7% 0-29 0.7% 92% False False 93,903
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-13
2.618 132-13
1.618 131-06
1.000 130-14
0.618 129-31
HIGH 129-07
0.618 128-24
0.500 128-20
0.382 128-15
LOW 128-00
0.618 127-08
1.000 126-25
1.618 126-01
2.618 124-26
4.250 122-26
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 128-20 128-15
PP 128-14 128-11
S1 128-08 128-07

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

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