ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 127-07 126-12 -0-27 -0.7% 128-10
High 127-10 126-31 -0-11 -0.3% 129-14
Low 126-07 126-01 -0-06 -0.1% 127-04
Close 126-11 126-27 0-16 0.4% 127-05
Range 1-03 0-30 -0-05 -14.3% 2-10
ATR 1-07 1-06 -0-01 -1.7% 0-00
Volume 190,523 242,334 51,811 27.2% 1,369,307
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 129-14 129-02 127-12
R3 128-16 128-04 127-03
R2 127-18 127-18 127-00
R1 127-06 127-06 126-30 127-12
PP 126-20 126-20 126-20 126-22
S1 126-08 126-08 126-24 126-14
S2 125-22 125-22 126-22
S3 124-24 125-10 126-19
S4 123-26 124-12 126-10
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 134-27 133-10 128-14
R3 132-17 131-00 127-25
R2 130-07 130-07 127-19
R1 128-22 128-22 127-12 128-10
PP 127-29 127-29 127-29 127-23
S1 126-12 126-12 126-30 126-00
S2 125-19 125-19 126-23
S3 123-09 124-02 126-17
S4 120-31 121-24 125-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-07 126-01 3-06 2.5% 1-02 0.8% 25% False True 256,079
10 129-14 126-01 3-13 2.7% 1-06 0.9% 24% False True 279,046
20 129-14 125-07 4-07 3.3% 1-05 0.9% 39% False False 268,416
40 129-14 121-06 8-08 6.5% 1-08 1.0% 69% False False 260,883
60 129-14 119-04 10-10 8.1% 1-13 1.1% 75% False False 203,264
80 129-14 113-09 16-05 12.7% 1-08 1.0% 84% False False 152,573
100 129-14 113-06 16-08 12.8% 1-03 0.9% 84% False False 122,065
120 129-14 113-06 16-08 12.8% 0-30 0.7% 84% False False 101,725
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 130-30
2.618 129-14
1.618 128-16
1.000 127-29
0.618 127-18
HIGH 126-31
0.618 126-20
0.500 126-16
0.382 126-12
LOW 126-01
0.618 125-14
1.000 125-03
1.618 124-16
2.618 123-18
4.250 122-02
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 126-23 126-26
PP 126-20 126-25
S1 126-16 126-24

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

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