ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 131-11 131-31 0-20 0.5% 132-23
High 132-09 133-01 0-24 0.6% 134-25
Low 130-20 131-23 1-03 0.8% 131-09
Close 132-03 133-00 0-29 0.7% 131-17
Range 1-21 1-10 -0-11 -20.8% 3-16
ATR 1-20 1-20 -0-01 -1.4% 0-00
Volume 3,902 3,813 -89 -2.3% 48,955
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 136-17 136-02 133-23
R3 135-07 134-24 133-12
R2 133-29 133-29 133-08
R1 133-14 133-14 133-04 133-22
PP 132-19 132-19 132-19 132-22
S1 132-04 132-04 132-28 132-12
S2 131-09 131-09 132-24
S3 129-31 130-26 132-20
S4 128-21 129-16 132-09
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 143-01 140-25 133-15
R3 139-17 137-09 132-16
R2 136-01 136-01 132-06
R1 133-25 133-25 131-27 133-05
PP 132-17 132-17 132-17 132-07
S1 130-09 130-09 131-07 129-21
S2 129-01 129-01 130-28
S3 125-17 126-25 130-18
S4 122-01 123-09 129-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-25 130-20 4-05 3.1% 1-17 1.1% 57% False False 6,579
10 136-20 130-20 6-00 4.5% 1-22 1.3% 40% False False 31,396
20 136-31 130-20 6-11 4.8% 1-22 1.3% 37% False False 212,355
40 136-31 126-01 10-30 8.2% 1-15 1.1% 64% False False 242,079
60 136-31 122-21 14-10 10.8% 1-12 1.0% 72% False False 248,235
80 136-31 121-06 15-25 11.9% 1-12 1.0% 75% False False 249,602
100 136-31 115-25 21-06 15.9% 1-13 1.1% 81% False False 201,176
120 136-31 113-06 23-25 17.9% 1-09 1.0% 83% False False 167,676
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-20
2.618 136-15
1.618 135-05
1.000 134-11
0.618 133-27
HIGH 133-01
0.618 132-17
0.500 132-12
0.382 132-07
LOW 131-23
0.618 130-29
1.000 130-13
1.618 129-19
2.618 128-09
4.250 126-04
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 132-25 132-20
PP 132-19 132-07
S1 132-12 131-26

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

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