ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 132-08 131-06 -1-02 -0.8% 134-12
High 132-27 132-08 -0-19 -0.4% 134-30
Low 130-25 131-05 0-12 0.3% 130-25
Close 131-01 132-05 1-04 0.9% 131-01
Range 2-02 1-03 -0-31 -47.0% 4-05
ATR 1-14 1-14 -0-01 -1.1% 0-00
Volume 505,220 229,579 -275,641 -54.6% 1,590,185
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 135-04 134-24 132-24
R3 134-01 133-21 132-15
R2 132-30 132-30 132-11
R1 132-18 132-18 132-08 132-24
PP 131-27 131-27 131-27 131-30
S1 131-15 131-15 132-02 131-21
S2 130-24 130-24 131-31
S3 129-21 130-12 131-27
S4 128-18 129-09 131-18
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 144-23 142-01 133-10
R3 140-18 137-28 132-06
R2 136-13 136-13 131-25
R1 133-23 133-23 131-13 133-00
PP 132-08 132-08 132-08 131-28
S1 129-18 129-18 130-21 128-26
S2 128-03 128-03 130-09
S3 123-30 125-13 129-28
S4 119-25 121-08 128-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-30 130-25 4-05 3.1% 1-16 1.1% 33% False False 358,186
10 135-12 130-25 4-19 3.5% 1-10 1.0% 30% False False 310,301
20 135-12 130-16 4-28 3.7% 1-12 1.0% 34% False False 302,631
40 135-19 129-05 6-14 4.9% 1-18 1.2% 47% False False 287,852
60 135-19 124-22 10-29 8.3% 1-13 1.1% 68% False False 193,230
80 135-19 123-16 12-03 9.2% 1-09 1.0% 72% False False 144,992
100 135-19 120-04 15-15 11.7% 1-05 0.9% 78% False False 116,004
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-29
2.618 135-04
1.618 134-01
1.000 133-11
0.618 132-30
HIGH 132-08
0.618 131-27
0.500 131-22
0.382 131-18
LOW 131-05
0.618 130-15
1.000 130-02
1.618 129-12
2.618 128-09
4.250 126-16
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 132-00 132-10
PP 131-27 132-08
S1 131-22 132-07

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

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