ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 115-09 114-30 -0-11 -0.3% 115-27
High 115-09 116-17 1-08 1.1% 116-17
Low 114-24 114-28 0-04 0.1% 114-15
Close 114-29 116-13 1-16 1.3% 115-10
Range 0-17 1-21 1-04 211.8% 2-02
ATR 0-30 1-00 0-02 5.4% 0-00
Volume 50,931 70,006 19,075 37.5% 21,956
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 120-29 120-10 117-10
R3 119-08 118-21 116-28
R2 117-19 117-19 116-23
R1 117-00 117-00 116-18 117-10
PP 115-30 115-30 115-30 116-03
S1 115-11 115-11 116-08 115-20
S2 114-09 114-09 116-03
S3 112-20 113-22 115-30
S4 110-31 112-01 115-16
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 121-20 120-17 116-14
R3 119-18 118-15 115-28
R2 117-16 117-16 115-22
R1 116-13 116-13 115-16 115-30
PP 115-14 115-14 115-14 115-06
S1 114-11 114-11 115-04 113-28
S2 113-12 113-12 114-30
S3 111-10 112-09 114-24
S4 109-08 110-07 114-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-17 114-15 2-02 1.8% 1-02 0.9% 94% True False 28,352
10 117-26 114-15 3-11 2.9% 1-02 0.9% 58% False False 15,513
20 118-02 114-15 3-19 3.1% 0-31 0.8% 54% False False 8,861
40 118-02 113-05 4-29 4.2% 0-27 0.7% 66% False False 4,518
60 121-04 113-05 7-31 6.8% 0-24 0.6% 41% False False 3,015
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 0-05
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123-18
2.618 120-28
1.618 119-07
1.000 118-06
0.618 117-18
HIGH 116-17
0.618 115-29
0.500 115-22
0.382 115-16
LOW 114-28
0.618 113-27
1.000 113-07
1.618 112-06
2.618 110-17
4.250 107-27
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 116-06 116-05
PP 115-30 115-28
S1 115-22 115-20

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

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