ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	122-27	123-05	0-10	0.3%	122-28
High	122-27	123-05	0-10	0.3%	123-15
Low	122-27	121-24	-1-03	-0.9%	122-01
Close	122-27	121-29	-0-30	-0.8%	122-27
Range	0-00	1-13	1-13		1-14
ATR	1-00	1-01	0-01	2.9%	0-00
Volume	48	12	-36	-75.0%	456

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-16	125-19	122-22
R3	125-03	124-06	122-09
R2	123-22	123-22	122-05
R1	122-25	122-25	122-01	122-17
PP	122-09	122-09	122-09	122-04
S1	121-12	121-12	121-25	121-04
S2	120-28	120-28	121-21
S3	119-15	119-31	121-17
S4	118-02	118-18	121-04

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-03	126-13	123-20
R3	125-21	124-31	123-08
R2	124-07	124-07	123-03
R1	123-17	123-17	122-31	123-05
PP	122-25	122-25	122-25	122-19
S1	122-03	122-03	122-23	121-23
S2	121-11	121-11	122-19
S3	119-29	120-21	122-14
S4	118-15	119-07	122-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-15	121-24	1-23	1.4%	0-18	0.5%	9%	False	True	90
10	123-15	120-04	3-11	2.7%	0-20	0.5%	53%	False	False	49
20	124-11	119-27	4-16	3.7%	0-15	0.4%	46%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129-04
2.618	126-27
1.618	125-14
1.000	124-18
0.618	124-01
HIGH	123-05
0.618	122-20
0.500	122-14
0.382	122-09
LOW	121-24
0.618	120-28
1.000	120-11
1.618	119-15
2.618	118-02
4.250	115-25

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	122-14	122-14
PP	122-09	122-09
S1	122-03	122-03

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols