ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 132-18 133-15 0-29 0.7% 130-20
High 134-04 133-25 -0-11 -0.3% 133-03
Low 132-18 133-07 0-21 0.5% 130-20
Close 133-20 133-08 -0-12 -0.3% 132-05
Range 1-18 0-18 -1-00 -64.0% 2-15
ATR 1-01 1-00 -0-01 -3.2% 0-00
Volume 167 164 -3 -1.8% 420
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 135-03 134-24 133-18
R3 134-17 134-06 133-13
R2 133-31 133-31 133-11
R1 133-20 133-20 133-10 133-16
PP 133-13 133-13 133-13 133-12
S1 133-02 133-02 133-06 132-30
S2 132-27 132-27 133-05
S3 132-09 132-16 133-03
S4 131-23 131-30 132-30
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
5 134-04 131-27 2-09 1.7% 0-29 0.7% 62% False False 102
10 134-04 130-17 3-19 2.7% 1-00 0.7% 76% False False 84
20 134-04 128-08 5-28 4.4% 0-24 0.6% 85% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 136-06
2.618 135-08
1.618 134-22
1.000 134-11
0.618 134-04
HIGH 133-25
0.618 133-18
0.500 133-16
0.382 133-14
LOW 133-07
0.618 132-28
1.000 132-21
1.618 132-10
2.618 131-24
4.250 130-26
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 133-16 133-08
PP 133-13 133-08
S1 133-11 133-08

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

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