ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 130-17 132-06 1-21 1.3% 130-02
High 132-12 133-09 0-29 0.7% 131-20
Low 130-16 132-04 1-20 1.2% 129-05
Close 132-02 132-23 0-21 0.5% 130-03
Range 1-28 1-05 -0-23 -38.3% 2-15
ATR 1-18 1-17 -0-01 -1.5% 0-00
Volume 352,180 316,968 -35,212 -10.0% 1,475,795
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 136-06 135-19 133-11
R3 135-01 134-14 133-01
R2 133-28 133-28 132-30
R1 133-09 133-09 132-26 133-18
PP 132-23 132-23 132-23 132-27
S1 132-04 132-04 132-20 132-14
S2 131-18 131-18 132-16
S3 130-13 130-31 132-13
S4 129-08 129-26 132-03
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 137-22 136-12 131-14
R3 135-07 133-29 130-25
R2 132-24 132-24 130-17
R1 131-14 131-14 130-10 132-03
PP 130-09 130-09 130-09 130-20
S1 128-31 128-31 129-28 129-20
S2 127-26 127-26 129-21
S3 125-11 126-16 129-13
S4 122-28 124-01 128-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-09 129-11 3-30 3.0% 1-13 1.1% 86% True False 309,408
10 133-09 129-05 4-04 3.1% 1-15 1.1% 86% True False 297,387
20 135-19 129-05 6-14 4.9% 1-22 1.3% 55% False False 302,049
40 135-19 124-22 10-29 8.2% 1-15 1.1% 74% False False 155,240
60 135-19 123-27 11-24 8.9% 1-09 1.0% 76% False False 103,592
80 135-19 120-04 15-15 11.7% 1-04 0.9% 81% False False 77,712
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-06
2.618 136-10
1.618 135-05
1.000 134-14
0.618 134-00
HIGH 133-09
0.618 132-27
0.500 132-22
0.382 132-18
LOW 132-04
0.618 131-13
1.000 130-31
1.618 130-08
2.618 129-03
4.250 127-07
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 132-23 132-11
PP 132-23 132-00
S1 132-22 131-20

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

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