ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 127-13 127-10 -0-03 -0.1% 129-05
High 127-19 128-06 0-19 0.5% 129-22
Low 126-29 126-01 -0-28 -0.7% 125-17
Close 127-04 126-11 -0-25 -0.6% 126-11
Range 0-22 2-05 1-15 213.6% 4-05
ATR 1-10 1-12 0-02 4.6% 0-00
Volume 20,419 517 -19,902 -97.5% 48,657
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 133-10 132-00 127-17
R3 131-05 129-27 126-30
R2 129-00 129-00 126-24
R1 127-22 127-22 126-17 127-08
PP 126-27 126-27 126-27 126-21
S1 125-17 125-17 126-05 125-04
S2 124-22 124-22 125-30
S3 122-17 123-12 125-24
S4 120-12 121-07 125-05
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 139-21 137-05 128-20
R3 135-16 133-00 127-16
R2 131-11 131-11 127-03
R1 128-27 128-27 126-23 128-00
PP 127-06 127-06 127-06 126-25
S1 124-22 124-22 125-31 123-28
S2 123-01 123-01 125-19
S3 118-28 120-17 125-06
S4 114-23 116-12 124-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-22 125-17 4-05 3.3% 1-20 1.3% 20% False False 9,731
10 131-16 125-17 5-31 4.7% 1-21 1.3% 14% False False 8,370
20 131-22 125-17 6-05 4.9% 1-10 1.0% 13% False False 5,556
40 134-04 125-17 8-19 6.8% 1-04 0.9% 9% False False 2,832
60 134-04 125-17 8-19 6.8% 0-27 0.7% 9% False False 1,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-11
2.618 133-27
1.618 131-22
1.000 130-11
0.618 129-17
HIGH 128-06
0.618 127-12
0.500 127-04
0.382 126-27
LOW 126-01
0.618 124-22
1.000 123-28
1.618 122-17
2.618 120-12
4.250 116-28
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 127-04 126-28
PP 126-27 126-22
S1 126-19 126-16

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

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