ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 128-24 130-00 1-08 1.0% 131-26
High 129-25 130-00 0-07 0.2% 132-00
Low 128-24 130-00 1-08 1.0% 128-27
Close 129-18 130-14 0-28 0.7% 129-00
Range 1-01 0-00 -1-01 -100.0% 3-05
ATR 1-01 1-00 -0-01 -4.1% 0-00
Volume 5 6 1 20.0% 28
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 130-05 130-09 130-14
R3 130-05 130-09 130-14
R2 130-05 130-05 130-14
R1 130-09 130-09 130-14 130-07
PP 130-05 130-05 130-05 130-04
S1 130-09 130-09 130-14 130-07
S2 130-05 130-05 130-14
S3 130-05 130-09 130-14
S4 130-05 130-09 130-14
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 139-13 137-12 130-24
R3 136-08 134-07 129-28
R2 133-03 133-03 129-19
R1 131-02 131-02 129-09 130-16
PP 129-30 129-30 129-30 129-22
S1 127-29 127-29 128-23 127-11
S2 126-25 126-25 128-13
S3 123-20 124-24 128-04
S4 120-15 121-19 127-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-00 128-24 3-08 2.5% 0-11 0.3% 52% False False 6
10 133-20 128-24 4-28 3.7% 0-08 0.2% 35% False False 5
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 0-00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-00
2.618 130-00
1.618 130-00
1.000 130-00
0.618 130-00
HIGH 130-00
0.618 130-00
0.500 130-00
0.382 130-00
LOW 130-00
0.618 130-00
1.000 130-00
1.618 130-00
2.618 130-00
4.250 130-00
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 130-09 130-03
PP 130-05 129-23
S1 130-00 129-12

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

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