ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 125-16 125-18 0-02 0.0% 125-26
High 125-18 127-11 1-25 1.4% 127-11
Low 124-28 125-18 0-22 0.6% 124-22
Close 125-15 127-10 1-27 1.5% 127-10
Range 0-22 1-25 1-03 159.1% 2-21
ATR 0-30 1-00 0-02 7.1% 0-00
Volume 474 927 453 95.6% 2,874
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 132-03 131-15 128-09
R3 130-10 129-22 127-26
R2 128-17 128-17 127-20
R1 127-29 127-29 127-15 128-07
PP 126-24 126-24 126-24 126-28
S1 126-04 126-04 127-05 126-14
S2 124-31 124-31 127-00
S3 123-06 124-11 126-26
S4 121-13 122-18 126-11
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 134-13 133-17 128-25
R3 131-24 130-28 128-01
R2 129-03 129-03 127-26
R1 128-07 128-07 127-18 128-21
PP 126-14 126-14 126-14 126-22
S1 125-18 125-18 127-02 126-00
S2 123-25 123-25 126-26
S3 121-04 122-29 126-19
S4 118-15 120-08 125-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-11 124-22 2-21 2.1% 0-30 0.7% 99% True False 574
10 127-26 124-22 3-04 2.5% 0-31 0.8% 84% False False 518
20 127-26 123-27 3-31 3.1% 1-00 0.8% 87% False False 361
40 127-26 120-31 6-27 5.4% 0-27 0.7% 93% False False 237
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 0-04
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 134-29
2.618 132-00
1.618 130-07
1.000 129-04
0.618 128-14
HIGH 127-11
0.618 126-21
0.500 126-14
0.382 126-08
LOW 125-18
0.618 124-15
1.000 123-25
1.618 122-22
2.618 120-29
4.250 118-00
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 127-01 126-28
PP 126-24 126-14
S1 126-14 126-00

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

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