ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	124-16	125-16	1-00	0.8%	121-16
High	125-04	125-30	0-26	0.6%	124-10
Low	124-16	125-08	0-24	0.6%	121-16
Close	124-28	125-23	0-27	0.7%	123-30
Range	0-20	0-22	0-02	10.0%	2-26
ATR	0-31	0-31	0-00	0.7%	0-00
Volume	167	90	-77	-46.1%	416

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-22	127-13	126-03
R3	127-00	126-23	125-29
R2	126-10	126-10	125-27
R1	126-01	126-01	125-25	126-06
PP	125-20	125-20	125-20	125-23
S1	125-11	125-11	125-21	125-16
S2	124-30	124-30	125-19
S3	124-08	124-21	125-17
S4	123-18	123-31	125-11

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-22	130-20	125-16
R3	128-28	127-26	124-23
R2	126-02	126-02	124-14
R1	125-00	125-00	124-06	125-17
PP	123-08	123-08	123-08	123-16
S1	122-06	122-06	123-22	122-23
S2	120-14	120-14	123-14
S3	117-20	119-12	123-05
S4	114-26	116-18	122-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-30	123-10	2-20	2.1%	0-24	0.6%	92%	True	False	116
10	125-30	121-16	4-14	3.5%	0-23	0.6%	95%	True	False	100
20	125-30	120-04	5-26	4.6%	0-22	0.5%	96%	True	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-01
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-28
2.618	127-24
1.618	127-02
1.000	126-20
0.618	126-12
HIGH	125-30
0.618	125-22
0.500	125-19
0.382	125-16
LOW	125-08
0.618	124-26
1.000	124-18
1.618	124-04
2.618	123-14
4.250	122-10

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	125-22	125-12
PP	125-20	125-02
S1	125-19	124-23

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