ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 134-12 134-06 -0-06 -0.1% 133-17
High 134-19 134-30 0-11 0.3% 135-12
Low 134-04 133-11 -0-25 -0.6% 133-08
Close 134-10 133-23 -0-19 -0.4% 134-10
Range 0-15 1-19 1-04 240.0% 2-04
ATR 1-12 1-12 0-01 1.2% 0-00
Volume 28,830 266,457 237,627 824.2% 1,490,187
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 138-25 137-27 134-19
R3 137-06 136-08 134-05
R2 135-19 135-19 134-00
R1 134-21 134-21 133-28 134-10
PP 134-00 134-00 134-00 133-27
S1 133-02 133-02 133-18 132-24
S2 132-13 132-13 133-14
S3 130-26 131-15 133-09
S4 129-07 129-28 132-27
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 140-22 139-20 135-15
R3 138-18 137-16 134-29
R2 136-14 136-14 134-22
R1 135-12 135-12 134-16 135-29
PP 134-10 134-10 134-10 134-18
S1 133-08 133-08 134-04 133-25
S2 132-06 132-06 133-30
S3 130-02 131-04 133-23
S4 127-30 129-00 133-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-12 133-11 2-01 1.5% 1-07 0.9% 18% False True 249,025
10 135-12 132-09 3-03 2.3% 1-08 0.9% 46% False False 273,135
20 135-12 129-11 6-01 4.5% 1-11 1.0% 73% False False 285,557
40 135-19 129-05 6-14 4.8% 1-17 1.2% 71% False False 251,137
60 135-19 124-22 10-29 8.2% 1-12 1.0% 83% False False 167,840
80 135-19 121-16 14-03 10.5% 1-09 0.9% 87% False False 125,939
100 135-19 120-04 15-15 11.6% 1-03 0.8% 88% False False 100,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141-23
2.618 139-04
1.618 137-17
1.000 136-17
0.618 135-30
HIGH 134-30
0.618 134-11
0.500 134-04
0.382 133-30
LOW 133-11
0.618 132-11
1.000 131-24
1.618 130-24
2.618 129-05
4.250 126-18
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 134-04 134-10
PP 134-00 134-03
S1 133-28 133-29

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

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