ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 134-06 135-26 1-20 1.2% 132-02
High 136-01 136-31 0-30 0.7% 135-07
Low 134-04 134-31 0-27 0.6% 131-31
Close 135-24 135-06 -0-18 -0.4% 134-00
Range 1-29 2-00 0-03 4.9% 3-08
ATR 1-10 1-12 0-02 3.7% 0-00
Volume 451,139 608,716 157,577 34.9% 1,520,719
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 141-23 140-14 136-09
R3 139-23 138-14 135-24
R2 137-23 137-23 135-18
R1 136-14 136-14 135-12 136-02
PP 135-23 135-23 135-23 135-17
S1 134-14 134-14 135-00 134-02
S2 133-23 133-23 134-26
S3 131-23 132-14 134-20
S4 129-23 130-14 134-03
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 143-15 142-00 135-25
R3 140-07 138-24 134-29
R2 136-31 136-31 134-19
R1 135-16 135-16 134-10 136-08
PP 133-23 133-23 133-23 134-03
S1 132-08 132-08 133-22 133-00
S2 130-15 130-15 133-13
S3 127-07 129-00 133-03
S4 123-31 125-24 132-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-31 132-31 4-00 3.0% 1-18 1.2% 55% True False 389,886
10 136-31 130-29 6-02 4.5% 1-14 1.1% 71% True False 338,305
20 136-31 126-07 10-24 8.0% 1-11 1.0% 83% True False 308,610
40 136-31 125-07 11-24 8.7% 1-08 0.9% 85% True False 288,513
60 136-31 121-06 15-25 11.7% 1-09 0.9% 89% True False 276,792
80 136-31 119-04 17-27 13.2% 1-12 1.0% 90% True False 229,600
100 136-31 113-09 23-22 17.5% 1-09 0.9% 92% True False 183,781
120 136-31 113-06 23-25 17.6% 1-04 0.8% 93% True False 153,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145-15
2.618 142-07
1.618 140-07
1.000 138-31
0.618 138-07
HIGH 136-31
0.618 136-07
0.500 135-31
0.382 135-23
LOW 134-31
0.618 133-23
1.000 132-31
1.618 131-23
2.618 129-23
4.250 126-15
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 135-31 135-10
PP 135-23 135-09
S1 135-14 135-08

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

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