ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 125-12 125-00 -0-12 -0.3% 126-06
High 125-12 125-28 0-16 0.4% 126-11
Low 124-07 125-00 0-25 0.6% 123-26
Close 124-31 125-22 0-23 0.6% 125-22
Range 1-05 0-28 -0-09 -24.3% 2-17
ATR 1-15 1-14 -0-01 -2.8% 0-00
Volume 20,582 15,986 -4,596 -22.3% 84,478
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 128-05 127-25 126-05
R3 127-09 126-29 125-30
R2 126-13 126-13 125-27
R1 126-01 126-01 125-25 126-07
PP 125-17 125-17 125-17 125-20
S1 125-05 125-05 125-19 125-11
S2 124-21 124-21 125-17
S3 123-25 124-09 125-14
S4 122-29 123-13 125-07
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 132-28 131-26 127-03
R3 130-11 129-09 126-12
R2 127-26 127-26 126-05
R1 126-24 126-24 125-29 126-00
PP 125-09 125-09 125-09 124-29
S1 124-07 124-07 125-15 123-16
S2 122-24 122-24 125-07
S3 120-07 121-22 125-00
S4 117-22 119-05 124-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-11 123-26 2-17 2.0% 1-19 1.3% 74% False False 16,895
10 129-22 123-26 5-28 4.7% 1-20 1.3% 32% False False 13,313
20 131-16 123-26 7-22 6.1% 1-15 1.2% 24% False False 9,369
40 134-04 123-26 10-10 8.2% 1-07 1.0% 18% False False 4,940
60 134-04 123-26 10-10 8.2% 0-30 0.8% 18% False False 3,300
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-19
2.618 128-05
1.618 127-09
1.000 126-24
0.618 126-13
HIGH 125-28
0.618 125-17
0.500 125-14
0.382 125-11
LOW 125-00
0.618 124-15
1.000 124-04
1.618 123-19
2.618 122-23
4.250 121-09
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 125-19 125-17
PP 125-17 125-13
S1 125-14 125-08

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

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