ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 125-02 125-16 0-14 0.3% 127-03
High 125-15 125-18 0-03 0.1% 127-26
Low 124-22 124-28 0-06 0.2% 125-23
Close 125-14 125-15 0-01 0.0% 125-24
Range 0-25 0-22 -0-03 -12.0% 2-03
ATR 0-31 0-30 -0-01 -2.0% 0-00
Volume 717 474 -243 -33.9% 2,315
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 127-12 127-03 125-27
R3 126-22 126-13 125-21
R2 126-00 126-00 125-19
R1 125-23 125-23 125-17 125-16
PP 125-10 125-10 125-10 125-06
S1 125-01 125-01 125-13 124-26
S2 124-20 124-20 125-11
S3 123-30 124-11 125-09
S4 123-08 123-21 125-03
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 132-23 131-10 126-29
R3 130-20 129-07 126-10
R2 128-17 128-17 126-04
R1 127-04 127-04 125-30 126-25
PP 126-14 126-14 126-14 126-08
S1 125-01 125-01 125-18 124-22
S2 124-11 124-11 125-12
S3 122-08 122-30 125-06
S4 120-05 120-27 124-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-25 124-22 2-03 1.7% 0-25 0.6% 37% False False 426
10 127-26 124-22 3-04 2.5% 0-29 0.7% 25% False False 466
20 127-26 123-27 3-31 3.2% 0-30 0.8% 41% False False 325
40 127-26 120-04 7-22 6.1% 0-26 0.6% 70% False False 214
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-16
2.618 127-12
1.618 126-22
1.000 126-08
0.618 126-00
HIGH 125-18
0.618 125-10
0.500 125-07
0.382 125-04
LOW 124-28
0.618 124-14
1.000 124-06
1.618 123-24
2.618 123-02
4.250 121-30
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 125-12 125-12
PP 125-10 125-09
S1 125-07 125-06

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

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