ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 127-08 127-13 0-05 0.1% 129-22
High 127-18 127-19 0-01 0.0% 131-16
Low 125-17 126-29 1-12 1.1% 128-18
Close 127-15 127-04 -0-11 -0.3% 129-06
Range 2-01 0-22 -1-11 -66.2% 2-30
ATR 1-12 1-10 -0-02 -3.5% 0-00
Volume 10,896 20,419 9,523 87.4% 35,046
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-09 128-28 127-16
R3 128-19 128-06 127-10
R2 127-29 127-29 127-08
R1 127-16 127-16 127-06 127-12
PP 127-07 127-07 127-07 127-04
S1 126-26 126-26 127-02 126-22
S2 126-17 126-17 127-00
S3 125-27 126-04 126-30
S4 125-05 125-14 126-24
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 138-18 136-26 130-26
R3 135-20 133-28 130-00
R2 132-22 132-22 129-23
R1 130-30 130-30 129-15 130-11
PP 129-24 129-24 129-24 129-14
S1 128-00 128-00 128-29 127-13
S2 126-26 126-26 128-21
S3 123-28 125-02 128-12
S4 120-30 122-04 127-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-01 125-17 4-16 3.5% 1-14 1.1% 35% False False 11,709
10 131-16 125-17 5-31 4.7% 1-17 1.2% 27% False False 8,899
20 131-22 125-17 6-05 4.8% 1-09 1.0% 26% False False 5,552
40 134-04 125-17 8-19 6.8% 1-03 0.9% 19% False False 2,823
60 134-04 125-17 8-19 6.8% 0-25 0.6% 19% False False 1,884
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 0-11
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 130-16
2.618 129-13
1.618 128-23
1.000 128-09
0.618 128-01
HIGH 127-19
0.618 127-11
0.500 127-08
0.382 127-05
LOW 126-29
0.618 126-15
1.000 126-07
1.618 125-25
2.618 125-03
4.250 124-00
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 127-08 127-15
PP 127-07 127-11
S1 127-05 127-08

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

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