ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 125-10 126-06 0-28 0.7% 124-31
High 126-10 127-00 0-22 0.5% 127-00
Low 124-27 125-28 1-01 0.8% 123-27
Close 126-08 126-22 0-14 0.3% 126-22
Range 1-15 1-04 -0-11 -23.4% 3-05
ATR 1-00 1-00 0-00 1.0% 0-00
Volume 223 407 184 82.5% 888
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 129-29 129-13 127-10
R3 128-25 128-09 127-00
R2 127-21 127-21 126-29
R1 127-05 127-05 126-25 127-13
PP 126-17 126-17 126-17 126-20
S1 126-01 126-01 126-19 126-09
S2 125-13 125-13 126-15
S3 124-09 124-29 126-12
S4 123-05 123-25 126-02
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 135-10 134-05 128-14
R3 132-05 131-00 127-18
R2 129-00 129-00 127-09
R1 127-27 127-27 126-31 128-14
PP 125-27 125-27 125-27 126-04
S1 124-22 124-22 126-13 125-08
S2 122-22 122-22 126-03
S3 119-17 121-17 125-26
S4 116-12 118-12 124-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-00 123-27 3-05 2.5% 1-05 0.9% 90% True False 177
10 127-00 123-27 3-05 2.5% 1-00 0.8% 90% True False 203
20 127-00 121-16 5-16 4.3% 0-28 0.7% 94% True False 182
40 127-00 120-04 6-28 5.4% 0-21 0.5% 95% True False 109
Crabel Price Patterns
NR True
NR4 True
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-25
2.618 129-30
1.618 128-26
1.000 128-04
0.618 127-22
HIGH 127-00
0.618 126-18
0.500 126-14
0.382 126-10
LOW 125-28
0.618 125-06
1.000 124-24
1.618 124-02
2.618 122-30
4.250 121-03
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 126-19 126-10
PP 126-17 125-30
S1 126-14 125-18

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

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