ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 134-12 135-04 0-24 0.6% 132-18
High 135-07 135-04 -0-03 -0.1% 135-19
Low 134-09 132-10 -1-31 -1.5% 131-16
Close 135-01 133-06 -1-27 -1.4% 132-10
Range 0-30 2-26 1-28 200.0% 4-03
ATR 1-15 1-18 0-03 6.6% 0-00
Volume 304,716 376,380 71,664 23.5% 783,392
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 141-31 140-13 134-24
R3 139-05 137-19 133-31
R2 136-11 136-11 133-22
R1 134-25 134-25 133-14 134-05
PP 133-17 133-17 133-17 133-08
S1 131-31 131-31 132-30 131-11
S2 130-23 130-23 132-22
S3 127-29 129-05 132-13
S4 125-03 126-11 131-20
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 145-13 142-31 134-18
R3 141-10 138-28 133-14
R2 137-07 137-07 133-02
R1 134-25 134-25 132-22 133-30
PP 133-04 133-04 133-04 132-23
S1 130-22 130-22 131-30 129-28
S2 129-01 129-01 131-18
S3 124-30 126-19 131-06
S4 120-27 122-16 130-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-07 132-01 3-06 2.4% 2-01 1.5% 36% False False 301,427
10 135-19 131-16 4-03 3.1% 1-28 1.4% 41% False False 178,533
20 135-19 126-14 9-05 6.9% 1-17 1.2% 74% False False 91,479
40 135-19 123-27 11-24 8.8% 1-08 0.9% 80% False False 45,928
60 135-19 121-16 14-03 10.6% 1-03 0.8% 83% False False 30,673
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 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147-02
2.618 142-16
1.618 139-22
1.000 137-30
0.618 136-28
HIGH 135-04
0.618 134-02
0.500 133-23
0.382 133-12
LOW 132-10
0.618 130-18
1.000 129-16
1.618 127-24
2.618 124-30
4.250 120-12
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 133-23 133-20
PP 133-17 133-15
S1 133-12 133-11

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

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