ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 116-20 117-03 0-15 0.4% 117-01
High 116-24 117-19 0-27 0.7% 117-20
Low 116-09 116-11 0-02 0.1% 116-09
Close 116-21 117-10 0-21 0.6% 117-10
Range 0-15 1-08 0-25 166.7% 1-11
ATR 0-27 0-28 0-01 3.5% 0-00
Volume 279 723 444 159.1% 3,152
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 120-27 120-10 118-00
R3 119-19 119-02 117-21
R2 118-11 118-11 117-17
R1 117-26 117-26 117-14 118-02
PP 117-03 117-03 117-03 117-07
S1 116-18 116-18 117-06 116-26
S2 115-27 115-27 117-03
S3 114-19 115-10 116-31
S4 113-11 114-02 116-20
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 121-03 120-18 118-02
R3 119-24 119-07 117-22
R2 118-13 118-13 117-18
R1 117-28 117-28 117-14 118-04
PP 117-02 117-02 117-02 117-07
S1 116-17 116-17 117-06 116-26
S2 115-23 115-23 117-02
S3 114-12 115-06 116-30
S4 113-01 113-27 116-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-20 116-09 1-11 1.1% 0-24 0.6% 77% False False 630
10 117-20 115-09 2-11 2.0% 0-25 0.7% 87% False False 448
20 117-20 113-05 4-15 3.8% 0-27 0.7% 93% False False 279
40 120-13 113-05 7-08 6.2% 0-23 0.6% 57% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122-29
2.618 120-28
1.618 119-20
1.000 118-27
0.618 118-12
HIGH 117-19
0.618 117-04
0.500 116-31
0.382 116-26
LOW 116-11
0.618 115-18
1.000 115-03
1.618 114-10
2.618 113-02
4.250 111-01
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 117-06 117-06
PP 117-03 117-02
S1 116-31 116-30

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

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