ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 115-08 115-29 0-21 0.6% 115-04
High 115-20 116-05 0-17 0.5% 115-23
Low 115-08 115-29 0-21 0.6% 115-00
Close 115-21 116-13 0-24 0.6% 115-22
Range 0-12 0-08 -0-04 -33.3% 0-23
ATR 0-16 0-16 0-00 0.0% 0-00
Volume 5 15 10 200.0% 158
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-29 116-29 116-17
R3 116-21 116-21 116-15
R2 116-13 116-13 116-14
R1 116-13 116-13 116-14 116-13
PP 116-05 116-05 116-05 116-05
S1 116-05 116-05 116-12 116-05
S2 115-29 115-29 116-12
S3 115-21 115-29 116-11
S4 115-13 115-21 116-09
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-20 117-12 116-03
R3 116-29 116-21 115-28
R2 116-06 116-06 115-26
R1 115-30 115-30 115-24 116-02
PP 115-15 115-15 115-15 115-17
S1 115-07 115-07 115-20 115-11
S2 114-24 114-24 115-18
S3 114-01 114-16 115-16
S4 113-10 113-25 115-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-05 115-00 1-05 1.0% 0-10 0.3% 122% True False 31
10 116-27 115-00 1-27 1.6% 0-06 0.2% 76% False False 23
20 116-27 113-18 3-09 2.8% 0-07 0.2% 87% False False 15
40 116-27 113-18 3-09 2.8% 0-05 0.1% 87% False False 15
Crabel Price Patterns
NR True
NR4 False
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 0-01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-07
2.618 116-26
1.618 116-18
1.000 116-13
0.618 116-10
HIGH 116-05
0.618 116-02
0.500 116-01
0.382 116-00
LOW 115-29
0.618 115-24
1.000 115-21
1.618 115-16
2.618 115-08
4.250 114-27
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 116-09 116-06
PP 116-05 115-30
S1 116-01 115-22

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

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