ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 132-31 133-04 0-05 0.1% 132-20
High 133-25 133-04 -0-21 -0.5% 134-04
Low 132-31 132-31 0-00 0.0% 132-11
Close 133-04 133-04 0-00 0.0% 133-04
Range 0-26 0-05 -0-21 -80.8% 1-25
ATR 0-31 0-29 -0-02 -6.0% 0-00
Volume 218 244 26 11.9% 633
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 133-17 133-16 133-07
R3 133-12 133-11 133-05
R2 133-07 133-07 133-05
R1 133-06 133-06 133-04 133-06
PP 133-02 133-02 133-02 133-03
S1 133-01 133-01 133-04 133-02
S2 132-29 132-29 133-03
S3 132-24 132-28 133-03
S4 132-19 132-23 133-01
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 138-17 137-20 134-03
R3 136-24 135-27 133-20
R2 134-31 134-31 133-14
R1 134-02 134-02 133-09 134-16
PP 133-06 133-06 133-06 133-14
S1 132-09 132-09 132-31 132-24
S2 131-13 131-13 132-26
S3 129-20 130-16 132-20
S4 127-27 128-23 132-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-04 132-11 1-25 1.3% 0-25 0.6% 44% False False 169
10 134-04 131-26 2-10 1.7% 0-26 0.6% 57% False False 126
20 134-04 128-08 5-28 4.4% 0-24 0.6% 83% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 133-25
2.618 133-17
1.618 133-12
1.000 133-09
0.618 133-07
HIGH 133-04
0.618 133-02
0.500 133-02
0.382 133-01
LOW 132-31
0.618 132-28
1.000 132-26
1.618 132-23
2.618 132-18
4.250 132-10
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 133-03 133-12
PP 133-02 133-09
S1 133-02 133-07

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.