ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 124-03 125-10 1-07 1.0% 125-30
High 125-08 126-10 1-02 0.8% 126-24
Low 124-03 124-27 0-24 0.6% 124-24
Close 125-06 126-08 1-02 0.8% 124-28
Range 1-05 1-15 0-10 27.0% 2-00
ATR 0-31 1-00 0-01 3.8% 0-00
Volume 72 223 151 209.7% 656
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 130-07 129-22 127-02
R3 128-24 128-07 126-21
R2 127-09 127-09 126-17
R1 126-24 126-24 126-12 127-00
PP 125-26 125-26 125-26 125-30
S1 125-09 125-09 126-04 125-18
S2 124-11 124-11 125-31
S3 122-28 123-26 125-27
S4 121-13 122-11 125-14
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 131-15 130-05 125-31
R3 129-15 128-05 125-14
R2 127-15 127-15 125-08
R1 126-05 126-05 125-02 125-26
PP 125-15 125-15 125-15 125-09
S1 124-05 124-05 124-22 123-26
S2 123-15 123-15 124-16
S3 121-15 122-05 124-10
S4 119-15 120-05 123-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-10 123-27 2-15 2.0% 1-02 0.8% 97% True False 113
10 127-00 123-27 3-05 2.5% 1-00 0.8% 76% False False 184
20 127-00 121-16 5-16 4.4% 0-27 0.7% 86% False False 162
40 127-00 120-04 6-28 5.4% 0-21 0.5% 89% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 132-18
2.618 130-05
1.618 128-22
1.000 127-25
0.618 127-07
HIGH 126-10
0.618 125-24
0.500 125-18
0.382 125-13
LOW 124-27
0.618 123-30
1.000 123-12
1.618 122-15
2.618 121-00
4.250 118-19
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 126-01 125-28
PP 125-26 125-15
S1 125-18 125-02

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

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