ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 131-09 133-00 1-23 1.3% 132-09
High 133-02 133-12 0-10 0.2% 135-07
Low 131-06 131-27 0-21 0.5% 130-12
Close 132-30 132-07 -0-23 -0.5% 131-15
Range 1-28 1-17 -0-11 -18.3% 4-27
ATR 1-20 1-20 0-00 -0.5% 0-00
Volume 360,109 274,889 -85,220 -23.7% 1,738,370
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 137-02 136-06 133-02
R3 135-17 134-21 132-20
R2 134-00 134-00 132-16
R1 133-04 133-04 132-11 132-26
PP 132-15 132-15 132-15 132-10
S1 131-19 131-19 132-03 131-08
S2 130-30 130-30 131-30
S3 129-13 130-02 131-26
S4 127-28 128-17 131-12
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 146-28 144-01 134-04
R3 142-01 139-06 132-26
R2 137-06 137-06 132-11
R1 134-11 134-11 131-29 133-11
PP 132-11 132-11 132-11 131-28
S1 129-16 129-16 131-01 128-16
S2 127-16 127-16 130-19
S3 122-21 124-21 130-04
S4 117-26 119-26 128-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-04 130-12 4-24 3.6% 2-01 1.5% 39% False False 355,807
10 135-19 130-12 5-07 3.9% 1-30 1.5% 35% False False 306,711
20 135-19 128-18 7-01 5.3% 1-22 1.3% 52% False False 161,402
40 135-19 124-03 11-16 8.7% 1-11 1.0% 71% False False 80,987
60 135-19 121-16 14-03 10.7% 1-05 0.9% 76% False False 54,043
80 135-19 119-27 15-24 11.9% 0-31 0.7% 79% False False 40,540
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-28
2.618 137-12
1.618 135-27
1.000 134-29
0.618 134-10
HIGH 133-12
0.618 132-25
0.500 132-20
0.382 132-14
LOW 131-27
0.618 130-29
1.000 130-10
1.618 129-12
2.618 127-27
4.250 125-11
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 132-20 132-03
PP 132-15 132-00
S1 132-11 131-28

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

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