ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 117-08 117-27 0-19 0.5% 117-11
High 118-02 117-29 -0-05 -0.1% 118-02
Low 117-02 116-16 -0-18 -0.5% 116-16
Close 117-26 116-22 -1-04 -1.0% 116-22
Range 1-00 1-13 0-13 40.6% 1-18
ATR 0-29 0-30 0-01 3.8% 0-00
Volume 214,524 290,459 75,935 35.4% 1,208,312
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 121-08 120-12 117-15
R3 119-27 118-31 117-02
R2 118-14 118-14 116-30
R1 117-18 117-18 116-26 117-10
PP 117-01 117-01 117-01 116-29
S1 116-05 116-05 116-18 115-28
S2 115-20 115-20 116-14
S3 114-07 114-24 116-10
S4 112-26 113-11 115-29
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 121-25 120-25 117-18
R3 120-07 119-07 117-04
R2 118-21 118-21 116-31
R1 117-21 117-21 116-27 117-12
PP 117-03 117-03 117-03 116-30
S1 116-03 116-03 116-17 115-26
S2 115-17 115-17 116-13
S3 113-31 114-17 116-08
S4 112-13 112-31 115-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-02 116-16 1-18 1.3% 0-28 0.7% 12% False True 241,662
10 118-02 114-24 3-10 2.8% 0-29 0.8% 58% False False 216,848
20 118-02 114-15 3-19 3.1% 0-31 0.8% 62% False False 110,563
40 118-02 113-11 4-23 4.0% 0-29 0.8% 71% False False 55,698
60 118-18 113-05 5-13 4.6% 0-26 0.7% 65% False False 37,139
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 8 trading days
Fibonacci Retracements and Extensions
4.250 123-28
2.618 121-19
1.618 120-06
1.000 119-10
0.618 118-25
HIGH 117-29
0.618 117-12
0.500 117-06
0.382 117-01
LOW 116-16
0.618 115-20
1.000 115-03
1.618 114-07
2.618 112-26
4.250 110-17
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 117-06 117-09
PP 117-01 117-03
S1 116-28 116-28

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

View Archives - Comment on this page... - Back to Index of Symbols