ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 131-15 130-16 -0-31 -0.7% 130-04
High 131-15 130-18 -0-29 -0.7% 131-22
Low 130-13 130-03 -0-10 -0.2% 129-31
Close 130-17 130-13 -0-04 -0.1% 130-13
Range 1-02 0-15 -0-19 -55.9% 1-23
ATR 1-02 1-01 -0-01 -4.0% 0-00
Volume 2,051 2,548 497 24.2% 8,217
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 131-24 131-18 130-21
R3 131-09 131-03 130-17
R2 130-26 130-26 130-16
R1 130-20 130-20 130-14 130-16
PP 130-11 130-11 130-11 130-09
S1 130-05 130-05 130-12 130-00
S2 129-28 129-28 130-10
S3 129-13 129-22 130-09
S4 128-30 129-07 130-05
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 135-27 134-27 131-11
R3 134-04 133-04 130-28
R2 132-13 132-13 130-23
R1 131-13 131-13 130-18 131-29
PP 130-22 130-22 130-22 130-30
S1 129-22 129-22 130-08 130-06
S2 128-31 128-31 130-03
S3 127-08 127-31 129-30
S4 125-17 126-08 129-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-22 129-31 1-23 1.3% 0-31 0.7% 25% False False 1,643
10 133-21 129-19 4-02 3.1% 1-01 0.8% 20% False False 916
20 134-04 129-19 4-17 3.5% 1-00 0.8% 18% False False 510
40 134-04 128-08 5-28 4.5% 0-22 0.5% 37% False False 265
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 132-18
2.618 131-25
1.618 131-10
1.000 131-01
0.618 130-27
HIGH 130-18
0.618 130-12
0.500 130-10
0.382 130-09
LOW 130-03
0.618 129-26
1.000 129-20
1.618 129-11
2.618 128-28
4.250 128-03
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 130-12 130-28
PP 130-11 130-23
S1 130-10 130-18

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

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