ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 123-28 125-29 2-01 1.6% 129-05
High 126-04 126-09 0-05 0.1% 129-22
Low 123-26 125-02 1-08 1.0% 125-17
Close 126-04 125-15 -0-21 -0.5% 126-11
Range 2-10 1-07 -1-03 -47.3% 4-05
ATR 1-16 1-16 -0-01 -1.4% 0-00
Volume 23,722 13,211 -10,511 -44.3% 48,657
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-08 128-19 126-04
R3 128-01 127-12 125-26
R2 126-26 126-26 125-22
R1 126-05 126-05 125-19 125-28
PP 125-19 125-19 125-19 125-15
S1 124-30 124-30 125-11 124-21
S2 124-12 124-12 125-08
S3 123-05 123-23 125-04
S4 121-30 122-16 124-26
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
5 128-06 123-26 4-12 3.5% 1-25 1.4% 38% False False 13,769
10 130-22 123-26 6-28 5.5% 1-23 1.4% 24% False False 11,378
20 131-16 123-26 7-22 6.1% 1-14 1.2% 22% False False 7,771
40 134-04 123-26 10-10 8.2% 1-07 1.0% 16% False False 4,026
60 134-04 123-26 10-10 8.2% 0-29 0.7% 16% False False 2,691
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-15
2.618 129-15
1.618 128-08
1.000 127-16
0.618 127-01
HIGH 126-09
0.618 125-26
0.500 125-22
0.382 125-17
LOW 125-02
0.618 124-10
1.000 123-27
1.618 123-03
2.618 121-28
4.250 119-28
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 125-22 125-11
PP 125-19 125-07
S1 125-17 125-02

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

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