ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 118-12 118-10 -0-02 -0.1% 117-13
High 119-06 119-04 -0-02 -0.1% 119-03
Low 118-06 118-06 0-00 0.0% 116-24
Close 118-09 118-11 0-02 0.1% 118-27
Range 1-00 0-30 -0-02 -6.3% 2-11
ATR 1-02 1-01 0-00 -0.8% 0-00
Volume 178,319 210,760 32,441 18.2% 935,288
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 121-12 120-25 118-28
R3 120-14 119-27 118-19
R2 119-16 119-16 118-16
R1 118-29 118-29 118-14 119-06
PP 118-18 118-18 118-18 118-22
S1 117-31 117-31 118-08 118-08
S2 117-20 117-20 118-06
S3 116-22 117-01 118-03
S4 115-24 116-03 117-26
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 125-08 124-13 120-04
R3 122-29 122-02 119-16
R2 120-18 120-18 119-09
R1 119-23 119-23 119-02 120-04
PP 118-07 118-07 118-07 118-14
S1 117-12 117-12 118-20 117-26
S2 115-28 115-28 118-13
S3 113-17 115-01 118-06
S4 111-06 112-22 117-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-06 117-23 1-15 1.2% 0-28 0.7% 43% False False 235,085
10 119-06 115-24 3-14 2.9% 1-00 0.9% 75% False False 238,465
20 119-06 114-16 4-22 4.0% 1-00 0.8% 82% False False 205,868
40 122-24 114-16 8-08 7.0% 1-02 0.9% 47% False False 203,723
60 123-00 114-16 8-16 7.2% 1-03 0.9% 45% False False 153,061
80 123-03 114-16 8-19 7.3% 1-03 0.9% 45% False False 114,957
100 123-03 114-16 8-19 7.3% 1-03 0.9% 45% False False 91,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-04
2.618 121-19
1.618 120-21
1.000 120-02
0.618 119-23
HIGH 119-04
0.618 118-25
0.500 118-21
0.382 118-17
LOW 118-06
0.618 117-19
1.000 117-08
1.618 116-21
2.618 115-23
4.250 114-06
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 118-21 118-20
PP 118-18 118-17
S1 118-14 118-14

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

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