ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 131-03 131-15 0-12 0.3% 133-04
High 131-22 131-15 -0-07 -0.2% 133-21
Low 130-21 130-13 -0-08 -0.2% 129-19
Close 131-13 130-17 -0-28 -0.7% 129-25
Range 1-01 1-02 0-01 3.0% 4-02
ATR 1-03 1-02 0-00 -0.1% 0-00
Volume 615 2,051 1,436 233.5% 946
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 134-00 133-10 131-04
R3 132-30 132-08 130-26
R2 131-28 131-28 130-23
R1 131-06 131-06 130-20 131-00
PP 130-26 130-26 130-26 130-22
S1 130-04 130-04 130-14 129-30
S2 129-24 129-24 130-11
S3 128-22 129-02 130-08
S4 127-20 128-00 129-30
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
5 131-22 129-19 2-03 1.6% 1-07 0.9% 45% False False 1,220
10 133-25 129-19 4-06 3.2% 1-02 0.8% 22% False False 683
20 134-04 129-19 4-17 3.5% 1-01 0.8% 21% False False 383
40 134-04 128-08 5-28 4.5% 0-22 0.5% 39% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-00
2.618 134-08
1.618 133-06
1.000 132-17
0.618 132-04
HIGH 131-15
0.618 131-02
0.500 130-30
0.382 130-26
LOW 130-13
0.618 129-24
1.000 129-11
1.618 128-22
2.618 127-20
4.250 125-28
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 130-30 130-26
PP 130-26 130-23
S1 130-21 130-20

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

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