ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 114-14 114-09 -0-05 -0.1% 113-23
High 114-22 114-14 -0-08 -0.2% 114-22
Low 114-08 113-31 -0-09 -0.2% 113-06
Close 114-07 114-15 0-08 0.2% 114-15
Range 0-14 0-15 0-01 7.1% 1-16
ATR 0-21 0-20 0-00 -2.0% 0-00
Volume 167 47 -120 -71.9% 387
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 115-22 115-18 114-23
R3 115-07 115-03 114-19
R2 114-24 114-24 114-18
R1 114-20 114-20 114-16 114-22
PP 114-09 114-09 114-09 114-10
S1 114-05 114-05 114-14 114-07
S2 113-26 113-26 114-12
S3 113-11 113-22 114-11
S4 112-28 113-07 114-07
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-20 118-01 115-09
R3 117-04 116-17 114-28
R2 115-20 115-20 114-24
R1 115-01 115-01 114-19 115-10
PP 114-04 114-04 114-04 114-08
S1 113-17 113-17 114-11 113-26
S2 112-20 112-20 114-06
S3 111-04 112-01 114-02
S4 109-20 110-17 113-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-22 113-06 1-16 1.3% 0-22 0.6% 85% False False 77
10 115-02 113-06 1-28 1.6% 0-21 0.6% 68% False False 58
20 117-00 113-06 3-26 3.3% 0-17 0.5% 34% False False 39
40 117-00 113-06 3-26 3.3% 0-12 0.3% 34% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-14
2.618 115-21
1.618 115-06
1.000 114-29
0.618 114-23
HIGH 114-14
0.618 114-08
0.500 114-06
0.382 114-05
LOW 113-31
0.618 113-22
1.000 113-16
1.618 113-07
2.618 112-24
4.250 111-31
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 114-12 114-10
PP 114-09 114-05
S1 114-06 114-00

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

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