ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 130-02 130-17 0-15 0.4% 131-09
High 130-30 131-20 0-22 0.5% 133-12
Low 129-05 130-10 1-05 0.9% 129-27
Close 130-22 131-18 0-28 0.7% 130-04
Range 1-25 1-10 -0-15 -26.3% 3-17
ATR 1-20 1-20 -0-01 -1.4% 0-00
Volume 226,205 281,654 55,449 24.5% 1,248,862
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 135-03 134-21 132-09
R3 133-25 133-11 131-30
R2 132-15 132-15 131-26
R1 132-01 132-01 131-22 132-08
PP 131-05 131-05 131-05 131-09
S1 130-23 130-23 131-14 130-30
S2 129-27 129-27 131-10
S3 128-17 129-13 131-06
S4 127-07 128-03 130-27
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 141-23 139-14 132-02
R3 138-06 135-29 131-03
R2 134-21 134-21 130-25
R1 132-12 132-12 130-14 131-24
PP 131-04 131-04 131-04 130-26
S1 128-27 128-27 129-26 128-07
S2 127-19 127-19 129-15
S3 124-02 125-10 129-05
S4 120-17 121-25 128-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-12 129-05 4-07 3.2% 1-18 1.2% 57% False False 279,322
10 135-07 129-05 6-02 4.6% 1-24 1.3% 40% False False 320,547
20 135-19 129-05 6-14 4.9% 1-24 1.3% 37% False False 216,716
40 135-19 124-22 10-29 8.3% 1-13 1.1% 63% False False 108,982
60 135-19 121-16 14-03 10.7% 1-08 0.9% 71% False False 72,733
80 135-19 120-04 15-15 11.8% 1-01 0.8% 74% False False 54,561
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-06
2.618 135-02
1.618 133-24
1.000 132-30
0.618 132-14
HIGH 131-20
0.618 131-04
0.500 130-31
0.382 130-26
LOW 130-10
0.618 129-16
1.000 129-00
1.618 128-06
2.618 126-28
4.250 124-24
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 131-12 131-06
PP 131-05 130-25
S1 130-31 130-12

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

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