ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 131-31 132-29 0-30 0.7% 130-19
High 133-16 133-25 0-09 0.2% 133-25
Low 131-18 132-16 0-30 0.7% 130-19
Close 132-30 132-19 -0-11 -0.3% 132-19
Range 1-30 1-09 -0-21 -33.9% 3-06
ATR 1-06 1-06 0-00 0.5% 0-00
Volume 8,110 23,121 15,011 185.1% 61,617
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 136-26 135-31 133-10
R3 135-17 134-22 132-30
R2 134-08 134-08 132-27
R1 133-13 133-13 132-23 133-06
PP 132-31 132-31 132-31 132-27
S1 132-04 132-04 132-15 131-29
S2 131-22 131-22 132-11
S3 130-13 130-27 132-08
S4 129-04 129-18 131-28
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 141-28 140-14 134-11
R3 138-22 137-08 133-15
R2 135-16 135-16 133-06
R1 134-02 134-02 132-28 134-25
PP 132-10 132-10 132-10 132-22
S1 130-28 130-28 132-10 131-19
S2 129-04 129-04 132-00
S3 125-30 127-22 131-23
S4 122-24 124-16 130-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-25 130-19 3-06 2.4% 1-17 1.2% 63% True False 12,323
10 133-25 127-24 6-01 4.5% 1-09 1.0% 80% True False 7,375
20 133-25 124-22 9-03 6.9% 1-04 0.9% 87% True False 3,986
40 133-25 123-16 10-09 7.8% 1-01 0.8% 88% True False 2,132
60 133-25 120-04 13-21 10.3% 0-28 0.7% 91% True False 1,439
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 3 trading days
Fibonacci Retracements and Extensions
4.250 139-07
2.618 137-04
1.618 135-27
1.000 135-02
0.618 134-18
HIGH 133-25
0.618 133-09
0.500 133-04
0.382 133-00
LOW 132-16
0.618 131-23
1.000 131-07
1.618 130-14
2.618 129-05
4.250 127-02
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 133-04 132-20
PP 132-31 132-20
S1 132-25 132-20

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

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