ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 132-05 132-05 0-00 0.0% 132-20
High 132-10 132-18 0-08 0.2% 134-04
Low 131-11 131-01 -0-10 -0.2% 132-11
Close 132-07 131-06 -1-01 -0.8% 133-04
Range 0-31 1-17 0-18 58.1% 1-25
ATR 0-31 1-00 0-01 4.3% 0-00
Volume 139 121 -18 -12.9% 633
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 136-06 135-07 132-01
R3 134-21 133-22 131-19
R2 133-04 133-04 131-15
R1 132-05 132-05 131-10 131-28
PP 131-19 131-19 131-19 131-14
S1 130-20 130-20 131-02 130-11
S2 130-02 130-02 130-29
S3 128-17 129-03 130-25
S4 127-00 127-18 130-11
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
5 133-25 131-01 2-24 2.1% 0-29 0.7% 6% False True 145
10 134-04 131-01 3-03 2.4% 0-29 0.7% 5% False True 124
20 134-04 128-08 5-28 4.5% 0-29 0.7% 50% False False 94
40 134-04 128-08 5-28 4.5% 0-17 0.4% 50% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139-02
2.618 136-18
1.618 135-01
1.000 134-03
0.618 133-16
HIGH 132-18
0.618 131-31
0.500 131-26
0.382 131-20
LOW 131-01
0.618 130-03
1.000 129-16
1.618 128-18
2.618 127-01
4.250 124-17
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 131-26 132-11
PP 131-19 131-31
S1 131-12 131-18

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

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