ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	128-08	129-04	0-28	0.7%	128-24
High	129-05	129-04	-0-01	0.0%	130-00
Low	128-08	129-04	0-28	0.7%	128-08
Close	128-29	129-14	0-17	0.4%	128-29
Range	0-29	0-00	-0-29	-100.0%	1-24
ATR	1-00	0-30	-0-02	-5.6%	0-00
Volume	146	47	-99	-67.8%	164

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-07	129-11	129-14
R3	129-07	129-11	129-14
R2	129-07	129-07	129-14
R1	129-11	129-11	129-14	129-09
PP	129-07	129-07	129-07	129-06
S1	129-11	129-11	129-14	129-09
S2	129-07	129-07	129-14
S3	129-07	129-11	129-14
S4	129-07	129-11	129-14

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-10	133-11	129-28
R3	132-18	131-19	129-12
R2	130-26	130-26	129-07
R1	129-27	129-27	129-02	130-10
PP	129-02	129-02	129-02	129-09
S1	128-03	128-03	128-24	128-18
S2	127-10	127-10	128-19
S3	125-18	126-11	128-14
S4	123-26	124-19	127-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-00	128-08	1-24	1.4%	0-09	0.2%	68%	False	False	41
10	132-00	128-08	3-24	2.9%	0-10	0.2%	32%	False	False	23
20	133-20	128-08	5-12	4.2%	0-07	0.2%	22%	False	False	14

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	0-00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-04
2.618	129-04
1.618	129-04
1.000	129-04
0.618	129-04
HIGH	129-04
0.618	129-04
0.500	129-04
0.382	129-04
LOW	129-04
0.618	129-04
1.000	129-04
1.618	129-04
2.618	129-04
4.250	129-04

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	129-11	129-06
PP	129-07	128-30
S1	129-04	128-22

Download as Excel Spreadsheet

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

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