ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 122-02 120-04 -1-30 -1.6% 122-22
High 122-02 120-04 -1-30 -1.6% 124-11
Low 120-31 120-04 -0-27 -0.7% 121-10
Close 120-31 120-16 -0-15 -0.4% 121-10
Range 1-03 0-00 -1-03 -100.0% 3-01
ATR 0-29 0-29 0-00 -0.5% 0-00
Volume 1 3 2 200.0% 44
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-08 120-12 120-16
R3 120-08 120-12 120-16
R2 120-08 120-08 120-16
R1 120-12 120-12 120-16 120-10
PP 120-08 120-08 120-08 120-07
S1 120-12 120-12 120-16 120-10
S2 120-08 120-08 120-16
S3 120-08 120-12 120-16
S4 120-08 120-12 120-16
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 131-13 129-13 122-31
R3 128-12 126-12 122-05
R2 125-11 125-11 121-28
R1 123-11 123-11 121-19 122-26
PP 122-10 122-10 122-10 122-02
S1 120-10 120-10 121-01 119-26
S2 119-09 119-09 120-24
S3 116-08 117-09 120-15
S4 113-07 114-08 119-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-02 120-04 1-30 1.6% 0-08 0.2% 19% False True 4
10 124-11 120-04 4-07 3.5% 0-09 0.2% 9% False True 6
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-04
2.618 120-04
1.618 120-04
1.000 120-04
0.618 120-04
HIGH 120-04
0.618 120-04
0.500 120-04
0.382 120-04
LOW 120-04
0.618 120-04
1.000 120-04
1.618 120-04
2.618 120-04
4.250 120-04
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 120-12 121-03
PP 120-08 120-29
S1 120-04 120-22

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

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