ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 127-18 126-28 -0-22 -0.5% 130-21
High 127-29 127-02 -0-27 -0.7% 131-07
Low 126-20 125-23 -0-29 -0.7% 127-14
Close 127-02 126-17 -0-17 -0.4% 127-30
Range 1-09 1-11 0-02 4.9% 3-25
ATR 1-20 1-19 -0-01 -1.2% 0-00
Volume 364,583 317,264 -47,319 -13.0% 1,710,524
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-15 129-27 127-09
R3 129-04 128-16 126-29
R2 127-25 127-25 126-25
R1 127-05 127-05 126-21 126-26
PP 126-14 126-14 126-14 126-08
S1 125-26 125-26 126-13 125-14
S2 125-03 125-03 126-09
S3 123-24 124-15 126-05
S4 122-13 123-04 125-25
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 140-07 137-27 130-01
R3 136-14 134-02 128-31
R2 132-21 132-21 128-20
R1 130-09 130-09 128-09 129-18
PP 128-28 128-28 128-28 128-16
S1 126-16 126-16 127-19 125-26
S2 125-03 125-03 127-08
S3 121-10 122-23 126-29
S4 117-17 118-30 125-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-27 125-15 4-12 3.5% 1-29 1.5% 24% False False 398,170
10 131-20 125-15 6-05 4.9% 1-22 1.3% 17% False False 366,217
20 133-00 125-15 7-17 6.0% 1-18 1.2% 14% False False 346,756
40 135-12 125-15 9-29 7.8% 1-15 1.2% 11% False False 324,157
60 135-12 125-15 9-29 7.8% 1-17 1.2% 11% False False 319,169
80 135-19 124-28 10-23 8.5% 1-15 1.2% 15% False False 243,442
100 135-19 123-27 11-24 9.3% 1-12 1.1% 23% False False 194,820
120 135-19 120-04 15-15 12.2% 1-08 1.0% 41% False False 162,362
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-25
2.618 130-19
1.618 129-08
1.000 128-13
0.618 127-29
HIGH 127-02
0.618 126-18
0.500 126-12
0.382 126-07
LOW 125-23
0.618 124-28
1.000 124-12
1.618 123-17
2.618 122-06
4.250 120-00
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 126-16 126-22
PP 126-14 126-21
S1 126-12 126-19

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

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