ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 130-00 129-22 -0-10 -0.2% 128-05
High 130-09 130-24 0-15 0.4% 130-24
Low 129-20 129-22 0-02 0.0% 127-24
Close 129-26 130-19 0-25 0.6% 130-19
Range 0-21 1-02 0-13 61.9% 3-00
ATR 1-02 1-02 0-00 0.1% 0-00
Volume 2,818 2,654 -164 -5.8% 12,142
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 133-17 133-04 131-06
R3 132-15 132-02 130-28
R2 131-13 131-13 130-25
R1 131-00 131-00 130-22 131-06
PP 130-11 130-11 130-11 130-14
S1 129-30 129-30 130-16 130-04
S2 129-09 129-09 130-13
S3 128-07 128-28 130-10
S4 127-05 127-26 130-00
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 138-22 137-21 132-08
R3 135-22 134-21 131-13
R2 132-22 132-22 131-05
R1 131-21 131-21 130-28 132-06
PP 129-22 129-22 129-22 129-31
S1 128-21 128-21 130-10 129-06
S2 126-22 126-22 130-01
S3 123-22 125-21 129-25
S4 120-22 122-21 128-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-24 127-24 3-00 2.3% 1-01 0.8% 95% True False 2,428
10 130-24 126-07 4-17 3.5% 1-01 0.8% 97% True False 1,523
20 130-24 124-22 6-02 4.6% 1-00 0.8% 97% True False 1,021
40 130-24 121-16 9-08 7.1% 0-30 0.7% 98% True False 601
60 130-24 120-04 10-20 8.1% 0-25 0.6% 99% True False 413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-08
2.618 133-17
1.618 132-15
1.000 131-26
0.618 131-13
HIGH 130-24
0.618 130-11
0.500 130-07
0.382 130-03
LOW 129-22
0.618 129-01
1.000 128-20
1.618 127-31
2.618 126-29
4.250 125-06
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 130-15 130-09
PP 130-11 129-31
S1 130-07 129-21

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

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