ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 132-20 132-15 -0-05 -0.1% 130-20
High 133-03 133-07 0-04 0.1% 133-03
Low 132-15 132-11 -0-04 -0.1% 130-20
Close 132-23 132-16 -0-07 -0.2% 132-05
Range 0-20 0-28 0-08 40.0% 2-15
ATR 1-00 0-31 0-00 -0.8% 0-00
Volume 30 54 24 80.0% 420
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 135-10 134-25 132-31
R3 134-14 133-29 132-24
R2 133-18 133-18 132-21
R1 133-01 133-01 132-19 133-10
PP 132-22 132-22 132-22 132-26
S1 132-05 132-05 132-13 132-14
S2 131-26 131-26 132-11
S3 130-30 131-09 132-08
S4 130-02 130-13 132-01
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 139-12 138-07 133-16
R3 136-29 135-24 132-27
R2 134-14 134-14 132-19
R1 133-09 133-09 132-12 133-28
PP 131-31 131-31 131-31 132-08
S1 130-26 130-26 131-30 131-12
S2 129-16 129-16 131-23
S3 127-01 128-11 131-15
S4 124-18 125-28 130-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-07 131-27 1-12 1.0% 0-24 0.6% 48% True False 67
10 133-07 130-17 2-22 2.0% 0-29 0.7% 73% True False 63
20 133-07 128-08 4-31 3.8% 0-22 0.5% 86% True False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-30
2.618 135-16
1.618 134-20
1.000 134-03
0.618 133-24
HIGH 133-07
0.618 132-28
0.500 132-25
0.382 132-22
LOW 132-11
0.618 131-26
1.000 131-15
1.618 130-30
2.618 130-02
4.250 128-20
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 132-25 132-17
PP 132-22 132-17
S1 132-19 132-16

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

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