ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 115-27 115-16 -0-11 -0.3% 117-17
High 116-10 116-10 0-00 0.0% 117-26
Low 115-08 115-16 0-08 0.2% 115-08
Close 115-24 116-02 0-10 0.3% 116-02
Range 1-02 0-26 -0-08 -23.5% 2-18
ATR 0-31 0-30 0-00 -1.1% 0-00
Volume 7,432 2,783 -4,649 -62.6% 15,761
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-13 118-01 116-16
R3 117-19 117-07 116-09
R2 116-25 116-25 116-07
R1 116-13 116-13 116-04 116-19
PP 115-31 115-31 115-31 116-02
S1 115-19 115-19 116-00 115-25
S2 115-05 115-05 115-29
S3 114-11 114-25 115-27
S4 113-17 113-31 115-20
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 124-02 122-20 117-15
R3 121-16 120-02 116-25
R2 118-30 118-30 116-17
R1 117-16 117-16 116-10 116-30
PP 116-12 116-12 116-12 116-03
S1 114-30 114-30 115-26 114-12
S2 113-26 113-26 115-19
S3 111-08 112-12 115-11
S4 108-22 109-26 114-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-26 115-08 2-18 2.2% 0-31 0.8% 32% False False 3,152
10 118-02 115-08 2-26 2.4% 0-31 0.8% 29% False False 3,217
20 118-02 115-08 2-26 2.4% 0-28 0.8% 29% False False 1,832
40 118-02 113-05 4-29 4.2% 0-25 0.7% 59% False False 948
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-24
2.618 118-14
1.618 117-20
1.000 117-04
0.618 116-26
HIGH 116-10
0.618 116-00
0.500 115-29
0.382 115-26
LOW 115-16
0.618 115-00
1.000 114-22
1.618 114-06
2.618 113-12
4.250 112-02
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 116-00 116-06
PP 115-31 116-05
S1 115-29 116-04

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

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