ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 130-10 128-27 -1-15 -1.1% 131-26
High 130-10 128-29 -1-13 -1.1% 132-00
Low 130-10 128-27 -1-15 -1.1% 128-27
Close 129-14 129-00 -0-14 -0.3% 129-00
Range 0-00 0-02 0-02 3-05
ATR 1-02 1-01 -0-01 -3.2% 0-00
Volume 2 16 14 700.0% 28
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-03 129-04 129-01
R3 129-01 129-02 129-01
R2 128-31 128-31 129-00
R1 129-00 129-00 129-00 129-00
PP 128-29 128-29 128-29 128-29
S1 128-30 128-30 129-00 128-30
S2 128-27 128-27 129-00
S3 128-25 128-28 128-31
S4 128-23 128-26 128-31
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 139-13 137-12 130-24
R3 136-08 134-07 129-28
R2 133-03 133-03 129-19
R1 131-02 131-02 129-09 130-16
PP 129-30 129-30 129-30 129-22
S1 127-29 127-29 128-23 127-11
S2 126-25 126-25 128-13
S3 123-20 124-24 128-04
S4 120-15 121-19 127-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-00 128-27 3-05 2.4% 0-04 0.1% 5% False True 5
10 133-20 128-27 4-25 3.7% 0-05 0.1% 3% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-06
2.618 129-02
1.618 129-00
1.000 128-31
0.618 128-30
HIGH 128-29
0.618 128-28
0.500 128-28
0.382 128-28
LOW 128-27
0.618 128-26
1.000 128-25
1.618 128-24
2.618 128-22
4.250 128-18
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 128-31 130-14
PP 128-29 129-30
S1 128-28 129-15

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

View Archives - Comment on this page... - Back to Index of Symbols