ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 132-29 132-18 -0-11 -0.3% 130-19
High 133-25 132-30 -0-27 -0.6% 133-25
Low 132-16 131-16 -1-00 -0.8% 130-19
Close 132-19 132-24 0-05 0.1% 132-19
Range 1-09 1-14 0-05 12.2% 3-06
ATR 1-06 1-07 0-01 1.4% 0-00
Volume 23,121 16,445 -6,676 -28.9% 61,617
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 136-23 136-05 133-17
R3 135-09 134-23 133-05
R2 133-27 133-27 133-00
R1 133-09 133-09 132-28 133-18
PP 132-13 132-13 132-13 132-17
S1 131-27 131-27 132-20 132-04
S2 130-31 130-31 132-16
S3 129-17 130-13 132-11
S4 128-03 128-31 131-31
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
5 133-25 131-12 2-13 1.8% 1-14 1.1% 57% False False 14,460
10 133-25 127-25 6-00 4.5% 1-12 1.0% 83% False False 8,888
20 133-25 124-22 9-03 6.9% 1-06 0.9% 89% False False 4,787
40 133-25 123-27 9-30 7.5% 1-02 0.8% 90% False False 2,538
60 133-25 120-04 13-21 10.3% 0-29 0.7% 92% False False 1,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-02
2.618 136-22
1.618 135-08
1.000 134-12
0.618 133-26
HIGH 132-30
0.618 132-12
0.500 132-07
0.382 132-02
LOW 131-16
0.618 130-20
1.000 130-02
1.618 129-06
2.618 127-24
4.250 125-12
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 132-18 132-23
PP 132-13 132-22
S1 132-07 132-20

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.