ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 116-14 116-11 -0-03 -0.1% 115-28
High 116-27 116-11 -0-16 -0.4% 116-27
Low 116-05 115-24 -0-13 -0.3% 115-10
Close 116-07 115-26 -0-13 -0.3% 115-26
Range 0-22 0-19 -0-03 -13.6% 1-17
ATR 0-21 0-21 0-00 -0.7% 0-00
Volume 458 411 -47 -10.3% 2,032
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 117-24 117-12 116-04
R3 117-05 116-25 115-31
R2 116-18 116-18 115-29
R1 116-06 116-06 115-28 116-02
PP 115-31 115-31 115-31 115-29
S1 115-19 115-19 115-24 115-16
S2 115-12 115-12 115-23
S3 114-25 115-00 115-21
S4 114-06 114-13 115-16
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 120-19 119-23 116-21
R3 119-02 118-06 116-07
R2 117-17 117-17 116-03
R1 116-21 116-21 115-30 116-10
PP 116-00 116-00 116-00 115-26
S1 115-04 115-04 115-22 114-26
S2 114-15 114-15 115-17
S3 112-30 113-19 115-13
S4 111-13 112-02 114-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-27 115-10 1-17 1.3% 0-20 0.5% 33% False False 406
10 116-27 114-15 2-12 2.1% 0-20 0.5% 57% False False 296
20 116-27 113-06 3-21 3.2% 0-21 0.6% 72% False False 177
40 117-00 113-06 3-26 3.3% 0-15 0.4% 69% False False 99
60 117-00 113-06 3-26 3.3% 0-12 0.3% 69% False False 72
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-28
2.618 117-29
1.618 117-10
1.000 116-30
0.618 116-23
HIGH 116-11
0.618 116-04
0.500 116-02
0.382 115-31
LOW 115-24
0.618 115-12
1.000 115-05
1.618 114-25
2.618 114-06
4.250 113-07
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 116-02 116-07
PP 115-31 116-03
S1 115-28 115-30

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

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