ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 127-01 126-14 -0-19 -0.5% 125-26
High 127-13 127-13 0-00 0.0% 127-11
Low 126-11 126-14 0-03 0.1% 124-22
Close 126-16 126-31 0-15 0.4% 127-10
Range 1-02 0-31 -0-03 -8.8% 2-21
ATR 1-00 1-00 0-00 -0.3% 0-00
Volume 540 790 250 46.3% 2,874
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 129-27 129-12 127-16
R3 128-28 128-13 127-08
R2 127-29 127-29 127-05
R1 127-14 127-14 127-02 127-22
PP 126-30 126-30 126-30 127-02
S1 126-15 126-15 126-28 126-22
S2 125-31 125-31 126-25
S3 125-00 125-16 126-22
S4 124-01 124-17 126-14
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 134-13 133-17 128-25
R3 131-24 130-28 128-01
R2 129-03 129-03 127-26
R1 128-07 128-07 127-18 128-21
PP 126-14 126-14 126-14 126-22
S1 125-18 125-18 127-02 126-00
S2 123-25 123-25 126-26
S3 121-04 122-29 126-19
S4 118-15 120-08 125-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-13 125-18 1-27 1.5% 1-04 0.9% 76% True False 617
10 127-13 124-22 2-23 2.1% 0-30 0.7% 84% True False 521
20 127-26 123-27 3-31 3.1% 1-00 0.8% 79% False False 416
40 127-26 121-16 6-10 5.0% 0-28 0.7% 87% False False 287
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 2 trading days
Fibonacci Retracements and Extensions
4.250 131-17
2.618 129-30
1.618 128-31
1.000 128-12
0.618 128-00
HIGH 127-13
0.618 127-01
0.500 126-30
0.382 126-26
LOW 126-14
0.618 125-27
1.000 125-15
1.618 124-28
2.618 123-29
4.250 122-10
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 126-30 126-30
PP 126-30 126-28
S1 126-30 126-26

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

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