ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 114-14 114-16 0-02 0.1% 116-12
High 114-29 114-16 -0-13 -0.4% 117-20
Low 114-14 114-16 0-02 0.1% 115-24
Close 114-14 113-25 -0-21 -0.6% 116-24
Range 0-15 0-00 -0-15 -100.0% 1-28
ATR 0-27 0-25 -0-02 -6.6% 0-00
Volume 10 0 -10 -100.0% 67
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 114-08 114-01 113-25
R3 114-08 114-01 113-25
R2 114-08 114-08 113-25
R1 114-01 114-01 113-25 114-04
PP 114-08 114-08 114-08 114-10
S1 114-01 114-01 113-25 114-04
S2 114-08 114-08 113-25
S3 114-08 114-01 113-25
S4 114-08 114-01 113-25
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-11 121-13 117-25
R3 120-15 119-17 117-08
R2 118-19 118-19 117-03
R1 117-21 117-21 116-30 118-04
PP 116-23 116-23 116-23 116-30
S1 115-25 115-25 116-18 116-08
S2 114-27 114-27 116-13
S3 112-31 113-29 116-08
S4 111-03 112-01 115-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-20 114-14 3-06 2.8% 0-12 0.3% -21% False False 8
10 117-20 114-14 3-06 2.8% 0-18 0.5% -21% False False 9
20 121-04 114-14 6-22 5.9% 0-18 0.5% -10% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 114-16
2.618 114-16
1.618 114-16
1.000 114-16
0.618 114-16
HIGH 114-16
0.618 114-16
0.500 114-16
0.382 114-16
LOW 114-16
0.618 114-16
1.000 114-16
1.618 114-16
2.618 114-16
4.250 114-16
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 114-16 114-22
PP 114-08 114-12
S1 114-01 114-02

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

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