ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 132-05 131-00 -1-05 -0.9% 133-04
High 132-18 131-10 -1-08 -0.9% 133-21
Low 131-01 129-19 -1-14 -1.1% 129-19
Close 131-06 129-25 -1-13 -1.1% 129-25
Range 1-17 1-23 0-06 12.2% 4-02
ATR 1-00 1-02 0-02 5.2% 0-00
Volume 121 435 314 259.5% 946
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 135-12 134-10 130-23
R3 133-21 132-19 130-08
R2 131-30 131-30 130-03
R1 130-28 130-28 129-30 130-18
PP 130-07 130-07 130-07 130-02
S1 129-05 129-05 129-20 128-26
S2 128-16 128-16 129-15
S3 126-25 127-14 129-10
S4 125-02 125-23 128-27
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 143-06 140-18 132-00
R3 139-04 136-16 130-29
R2 135-02 135-02 130-17
R1 132-14 132-14 130-05 131-23
PP 131-00 131-00 131-00 130-21
S1 128-12 128-12 129-13 127-21
S2 126-30 126-30 129-01
S3 122-28 124-10 128-21
S4 118-26 120-08 127-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-21 129-19 4-02 3.1% 1-03 0.8% 5% False True 189
10 134-04 129-19 4-17 3.5% 1-00 0.8% 4% False True 157
20 134-04 129-04 5-00 3.9% 0-30 0.7% 13% False False 109
40 134-04 128-08 5-28 4.5% 0-19 0.5% 26% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 138-20
2.618 135-26
1.618 134-03
1.000 133-01
0.618 132-12
HIGH 131-10
0.618 130-21
0.500 130-14
0.382 130-08
LOW 129-19
0.618 128-17
1.000 127-28
1.618 126-26
2.618 125-03
4.250 122-09
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 130-14 131-02
PP 130-07 130-21
S1 130-00 130-07

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

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