ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 122-25 121-15 -1-10 -1.1% 120-14
High 123-00 121-15 -1-17 -1.2% 123-05
Low 122-20 121-10 -1-10 -1.1% 119-27
Close 122-22 121-03 -1-19 -1.3% 123-05
Range 0-12 0-05 -0-07 -58.3% 3-10
ATR
Volume 27 10 -17 -63.0% 49
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 121-24 121-19 121-06
R3 121-19 121-14 121-04
R2 121-14 121-14 121-04
R1 121-09 121-09 121-03 121-09
PP 121-09 121-09 121-09 121-10
S1 121-04 121-04 121-03 121-04
S2 121-04 121-04 121-02
S3 120-31 120-31 121-02
S4 120-26 120-26 121-00
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 132-00 130-28 124-31
R3 128-22 127-18 124-02
R2 125-12 125-12 123-24
R1 124-08 124-08 123-15 124-26
PP 122-02 122-02 122-02 122-10
S1 120-30 120-30 122-27 121-16
S2 118-24 118-24 122-18
S3 115-14 117-20 122-08
S4 112-04 114-10 121-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-11 121-10 3-01 2.5% 0-04 0.1% -7% False True 9
10 124-11 119-07 5-04 4.2% 0-13 0.3% 37% False False 10
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-04
2.618 121-28
1.618 121-23
1.000 121-20
0.618 121-18
HIGH 121-15
0.618 121-13
0.500 121-12
0.382 121-12
LOW 121-10
0.618 121-07
1.000 121-05
1.618 121-02
2.618 120-29
4.250 120-21
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 121-12 122-26
PP 121-09 122-08
S1 121-06 121-22

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

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