ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 128-18 130-00 1-14 1.1% 127-02
High 130-00 130-09 0-09 0.2% 128-12
Low 128-18 129-20 1-02 0.8% 126-07
Close 129-31 129-26 -0-05 -0.1% 128-04
Range 1-14 0-21 -0-25 -54.3% 2-05
ATR 1-03 1-02 -0-01 -2.8% 0-00
Volume 4,199 2,818 -1,381 -32.9% 3,094
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 131-28 131-16 130-06
R3 131-07 130-27 130-00
R2 130-18 130-18 129-30
R1 130-06 130-06 129-28 130-02
PP 129-29 129-29 129-29 129-27
S1 129-17 129-17 129-24 129-12
S2 129-08 129-08 129-22
S3 128-19 128-28 129-20
S4 127-30 128-07 129-14
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 134-01 133-08 129-10
R3 131-28 131-03 128-23
R2 129-23 129-23 128-17
R1 128-30 128-30 128-10 129-10
PP 127-18 127-18 127-18 127-25
S1 126-25 126-25 127-30 127-06
S2 125-13 125-13 127-23
S3 123-08 124-20 127-17
S4 121-03 122-15 126-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-09 126-30 3-11 2.6% 1-03 0.9% 86% True False 2,084
10 130-09 125-18 4-23 3.6% 1-04 0.9% 90% True False 1,350
20 130-09 124-22 5-19 4.3% 1-00 0.8% 92% True False 908
40 130-09 121-16 8-25 6.8% 0-30 0.7% 95% True False 535
60 130-09 120-04 10-05 7.8% 0-24 0.6% 95% True False 369
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 0-03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-02
2.618 132-00
1.618 131-11
1.000 130-30
0.618 130-22
HIGH 130-09
0.618 130-01
0.500 129-30
0.382 129-28
LOW 129-20
0.618 129-07
1.000 128-31
1.618 128-18
2.618 127-29
4.250 126-27
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 129-30 129-18
PP 129-29 129-09
S1 129-28 129-01

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

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