ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 116-08 117-04 0-28 0.8% 116-10
High 117-08 117-16 0-08 0.2% 117-16
Low 116-08 116-30 0-22 0.6% 115-09
Close 117-04 117-11 0-07 0.2% 117-11
Range 1-00 0-18 -0-14 -43.8% 2-07
ATR 0-29 0-28 -0-01 -2.7% 0-00
Volume 196 495 299 152.6% 1,060
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-30 118-23 117-21
R3 118-12 118-05 117-16
R2 117-26 117-26 117-14
R1 117-19 117-19 117-13 117-22
PP 117-08 117-08 117-08 117-10
S1 117-01 117-01 117-09 117-04
S2 116-22 116-22 117-08
S3 116-04 116-15 117-06
S4 115-18 115-29 117-01
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 123-12 122-18 118-18
R3 121-05 120-11 117-31
R2 118-30 118-30 117-24
R1 118-04 118-04 117-18 118-17
PP 116-23 116-23 116-23 116-29
S1 115-29 115-29 117-04 116-10
S2 114-16 114-16 116-30
S3 112-09 113-22 116-23
S4 110-02 111-15 116-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-16 115-09 2-07 1.9% 0-26 0.7% 93% True False 265
10 117-16 113-11 4-05 3.5% 0-29 0.8% 96% True False 210
20 117-16 113-05 4-11 3.7% 0-24 0.6% 96% True False 126
40 121-04 113-05 7-31 6.8% 0-20 0.5% 53% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-02
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-28
2.618 118-31
1.618 118-13
1.000 118-02
0.618 117-27
HIGH 117-16
0.618 117-09
0.500 117-07
0.382 117-05
LOW 116-30
0.618 116-19
1.000 116-12
1.618 116-01
2.618 115-15
4.250 114-18
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 117-10 117-05
PP 117-08 116-30
S1 117-07 116-24

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

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