ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 128-08 129-04 0-28 0.7% 128-24
High 129-05 129-04 -0-01 0.0% 130-00
Low 128-08 129-04 0-28 0.7% 128-08
Close 128-29 129-14 0-17 0.4% 128-29
Range 0-29 0-00 -0-29 -100.0% 1-24
ATR 1-00 0-30 -0-02 -5.6% 0-00
Volume 146 47 -99 -67.8% 164
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-07 129-11 129-14
R3 129-07 129-11 129-14
R2 129-07 129-07 129-14
R1 129-11 129-11 129-14 129-09
PP 129-07 129-07 129-07 129-06
S1 129-11 129-11 129-14 129-09
S2 129-07 129-07 129-14
S3 129-07 129-11 129-14
S4 129-07 129-11 129-14
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 134-10 133-11 129-28
R3 132-18 131-19 129-12
R2 130-26 130-26 129-07
R1 129-27 129-27 129-02 130-10
PP 129-02 129-02 129-02 129-09
S1 128-03 128-03 128-24 128-18
S2 127-10 127-10 128-19
S3 125-18 126-11 128-14
S4 123-26 124-19 127-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-00 128-08 1-24 1.4% 0-09 0.2% 68% False False 41
10 132-00 128-08 3-24 2.9% 0-10 0.2% 32% False False 23
20 133-20 128-08 5-12 4.2% 0-07 0.2% 22% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 129-04
2.618 129-04
1.618 129-04
1.000 129-04
0.618 129-04
HIGH 129-04
0.618 129-04
0.500 129-04
0.382 129-04
LOW 129-04
0.618 129-04
1.000 129-04
1.618 129-04
2.618 129-04
4.250 129-04
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 129-11 129-06
PP 129-07 128-30
S1 129-04 128-22

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

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