ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 127-03 126-19 -0-16 -0.4% 124-31
High 127-03 126-20 -0-15 -0.4% 127-00
Low 126-07 126-08 0-01 0.0% 123-27
Close 126-06 126-18 0-12 0.3% 126-22
Range 0-28 0-12 -0-16 -57.1% 3-05
ATR 1-00 0-31 -0-01 -4.0% 0-00
Volume 1,232 301 -931 -75.6% 888
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 127-19 127-15 126-25
R3 127-07 127-03 126-21
R2 126-27 126-27 126-20
R1 126-23 126-23 126-19 126-19
PP 126-15 126-15 126-15 126-14
S1 126-11 126-11 126-17 126-07
S2 126-03 126-03 126-16
S3 125-23 125-31 126-15
S4 125-11 125-19 126-11
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 135-10 134-05 128-14
R3 132-05 131-00 127-18
R2 129-00 129-00 127-09
R1 127-27 127-27 126-31 128-14
PP 125-27 125-27 125-27 126-04
S1 124-22 124-22 126-13 125-08
S2 122-22 122-22 126-03
S3 119-17 121-17 125-26
S4 116-12 118-12 124-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-03 124-03 3-00 2.4% 1-00 0.8% 82% False False 447
10 127-03 123-27 3-08 2.6% 0-30 0.7% 84% False False 279
20 127-03 121-30 5-05 4.1% 0-29 0.7% 90% False False 250
40 127-03 120-04 6-31 5.5% 0-22 0.5% 92% False False 147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 128-07
2.618 127-19
1.618 127-07
1.000 127-00
0.618 126-27
HIGH 126-20
0.618 126-15
0.500 126-14
0.382 126-13
LOW 126-08
0.618 126-01
1.000 125-28
1.618 125-21
2.618 125-09
4.250 124-21
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 126-17 126-17
PP 126-15 126-16
S1 126-14 126-16

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

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