ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 132-23 131-22 -1-01 -0.8% 130-05
High 133-04 133-14 0-10 0.2% 133-22
Low 131-21 131-21 0-00 0.0% 129-31
Close 131-24 133-11 1-19 1.2% 131-24
Range 1-15 1-25 0-10 21.3% 3-23
ATR 1-16 1-17 0-01 1.3% 0-00
Volume 287,741 248,585 -39,156 -13.6% 1,472,184
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 138-05 137-17 134-10
R3 136-12 135-24 133-27
R2 134-19 134-19 133-21
R1 133-31 133-31 133-16 134-09
PP 132-26 132-26 132-26 132-31
S1 132-06 132-06 133-06 132-16
S2 131-01 131-01 133-01
S3 129-08 130-13 132-27
S4 127-15 128-20 132-12
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 142-31 141-02 133-25
R3 139-08 137-11 132-25
R2 135-17 135-17 132-14
R1 133-20 133-20 132-03 134-18
PP 131-26 131-26 131-26 132-09
S1 129-29 129-29 131-13 130-28
S2 128-03 128-03 131-02
S3 124-12 126-06 130-23
S4 120-21 122-15 129-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-22 130-16 3-06 2.4% 1-17 1.1% 89% False False 301,140
10 133-22 129-11 4-11 3.3% 1-13 1.1% 92% False False 297,035
20 135-07 129-05 6-02 4.5% 1-20 1.2% 69% False False 309,189
40 135-19 126-07 9-12 7.0% 1-16 1.1% 76% False False 176,101
60 135-19 123-27 11-24 8.8% 1-11 1.0% 81% False False 117,521
80 135-19 120-31 14-20 11.0% 1-06 0.9% 85% False False 88,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141-00
2.618 138-03
1.618 136-10
1.000 135-07
0.618 134-17
HIGH 133-14
0.618 132-24
0.500 132-18
0.382 132-11
LOW 131-21
0.618 130-18
1.000 129-28
1.618 128-25
2.618 127-00
4.250 124-03
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 133-02 133-04
PP 132-26 132-29
S1 132-18 132-22

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

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