ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 134-00 133-23 -0-09 -0.2% 130-05
High 134-12 134-09 -0-03 -0.1% 133-22
Low 133-17 132-09 -1-08 -0.9% 129-31
Close 133-21 133-23 0-02 0.0% 131-24
Range 0-27 2-00 1-05 137.0% 3-23
ATR 1-15 1-17 0-01 2.5% 0-00
Volume 243,230 395,453 152,223 62.6% 1,472,184
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 139-14 138-18 134-26
R3 137-14 136-18 134-09
R2 135-14 135-14 134-03
R1 134-18 134-18 133-29 134-23
PP 133-14 133-14 133-14 133-16
S1 132-18 132-18 133-17 132-23
S2 131-14 131-14 133-11
S3 129-14 130-18 133-05
S4 127-14 128-18 132-20
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
5 134-12 131-21 2-23 2.0% 1-17 1.1% 76% False False 293,218
10 134-12 129-11 5-01 3.8% 1-14 1.1% 87% False False 296,143
20 134-12 129-05 5-07 3.9% 1-17 1.2% 87% False False 307,142
40 135-19 126-14 9-05 6.8% 1-17 1.2% 80% False False 199,310
60 135-19 123-27 11-24 8.8% 1-11 1.0% 84% False False 133,000
80 135-19 121-16 14-03 10.5% 1-06 0.9% 87% False False 99,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 142-25
2.618 139-17
1.618 137-17
1.000 136-09
0.618 135-17
HIGH 134-09
0.618 133-17
0.500 133-09
0.382 133-01
LOW 132-09
0.618 131-01
1.000 130-09
1.618 129-01
2.618 127-01
4.250 123-25
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 133-18 133-19
PP 133-14 133-15
S1 133-09 133-10

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

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