ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 134-01 132-23 -1-10 -1.0% 133-20
High 134-09 134-15 0-06 0.1% 136-20
Low 131-25 132-20 0-27 0.6% 131-25
Close 132-28 134-11 1-15 1.1% 132-28
Range 2-16 1-27 -0-21 -26.3% 4-27
ATR 1-20 1-21 0-00 0.9% 0-00
Volume 21,447 23,773 2,326 10.8% 643,850
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 139-11 138-22 135-11
R3 137-16 136-27 134-27
R2 135-21 135-21 134-22
R1 135-00 135-00 134-16 135-10
PP 133-26 133-26 133-26 133-31
S1 133-05 133-05 134-06 133-16
S2 131-31 131-31 134-00
S3 130-04 131-10 133-27
S4 128-09 129-15 133-11
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 148-09 145-14 135-17
R3 143-14 140-19 134-07
R2 138-19 138-19 133-24
R1 135-24 135-24 133-10 134-24
PP 133-24 133-24 133-24 133-08
S1 130-29 130-29 132-14 129-29
S2 128-29 128-29 132-00
S3 124-02 126-02 131-17
S4 119-07 121-07 130-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-20 131-25 4-27 3.6% 1-28 1.4% 53% False False 56,213
10 136-31 131-25 5-06 3.9% 1-31 1.5% 49% False False 276,971
20 136-31 129-04 7-27 5.8% 1-21 1.2% 67% False False 286,188
40 136-31 125-07 11-24 8.7% 1-14 1.1% 78% False False 278,056
60 136-31 122-15 14-16 10.8% 1-11 1.0% 82% False False 267,633
80 136-31 120-19 16-12 12.2% 1-12 1.0% 84% False False 250,374
100 136-31 115-10 21-21 16.1% 1-12 1.0% 88% False False 200,867
120 136-31 113-06 23-25 17.7% 1-08 0.9% 89% False False 167,403
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 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
4.250 142-10
2.618 139-09
1.618 137-14
1.000 136-10
0.618 135-19
HIGH 134-15
0.618 133-24
0.500 133-18
0.382 133-11
LOW 132-20
0.618 131-16
1.000 130-25
1.618 129-21
2.618 127-26
4.250 124-25
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 134-02 134-01
PP 133-26 133-24
S1 133-18 133-14

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

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