ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 128-05 127-26 -0-11 -0.3% 127-02
High 128-08 129-09 1-01 0.8% 128-12
Low 127-24 127-25 0-01 0.0% 126-07
Close 127-30 128-12 0-14 0.3% 128-04
Range 0-16 1-16 1-00 200.0% 2-05
ATR 1-00 1-01 0-01 3.5% 0-00
Volume 1,316 1,155 -161 -12.2% 3,094
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 132-31 132-06 129-06
R3 131-15 130-22 128-25
R2 129-31 129-31 128-21
R1 129-06 129-06 128-16 129-18
PP 128-15 128-15 128-15 128-22
S1 127-22 127-22 128-08 128-02
S2 126-31 126-31 128-03
S3 125-15 126-06 127-31
S4 123-31 124-22 127-18
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 134-01 133-08 129-10
R3 131-28 131-03 128-23
R2 129-23 129-23 128-17
R1 128-30 128-30 128-10 129-10
PP 127-18 127-18 127-18 127-25
S1 126-25 126-25 127-30 127-06
S2 125-13 125-13 127-23
S3 123-08 124-20 127-17
S4 121-03 122-15 126-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-09 126-11 2-30 2.3% 1-03 0.9% 69% True False 946
10 129-09 124-22 4-19 3.6% 1-02 0.8% 80% True False 768
20 129-09 124-03 5-06 4.0% 1-01 0.8% 83% True False 572
40 129-09 121-16 7-25 6.1% 0-29 0.7% 88% True False 364
60 129-09 119-27 9-14 7.4% 0-24 0.6% 90% True False 252
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 7 trading days
Fibonacci Retracements and Extensions
4.250 135-21
2.618 133-07
1.618 131-23
1.000 130-25
0.618 130-07
HIGH 129-09
0.618 128-23
0.500 128-17
0.382 128-11
LOW 127-25
0.618 126-27
1.000 126-09
1.618 125-11
2.618 123-27
4.250 121-13
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 128-17 128-09
PP 128-15 128-06
S1 128-14 128-04

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

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