ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 125-20 126-14 0-26 0.6% 126-06
High 126-29 127-19 0-22 0.5% 126-11
Low 125-15 126-10 0-27 0.7% 123-26
Close 126-17 127-03 0-18 0.4% 125-22
Range 1-14 1-09 -0-05 -10.9% 2-17
ATR 1-14 1-14 0-00 -0.8% 0-00
Volume 16,856 70,585 53,729 318.8% 84,478
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 130-27 130-08 127-26
R3 129-18 128-31 127-14
R2 128-09 128-09 127-11
R1 127-22 127-22 127-07 128-00
PP 127-00 127-00 127-00 127-05
S1 126-13 126-13 126-31 126-22
S2 125-23 125-23 126-27
S3 124-14 125-04 126-24
S4 123-05 123-27 126-12
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
5 127-19 124-07 3-12 2.7% 1-06 0.9% 85% True False 27,444
10 128-06 123-26 4-12 3.4% 1-18 1.2% 75% False False 20,375
20 131-16 123-26 7-22 6.0% 1-16 1.2% 43% False False 13,500
40 134-04 123-26 10-10 8.1% 1-07 1.0% 32% False False 7,122
60 134-04 123-26 10-10 8.1% 1-00 0.8% 32% False False 4,757
Crabel Price Patterns
NR True
NR4 False
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-01
2.618 130-30
1.618 129-21
1.000 128-28
0.618 128-12
HIGH 127-19
0.618 127-03
0.500 126-30
0.382 126-26
LOW 126-10
0.618 125-17
1.000 125-01
1.618 124-08
2.618 122-31
4.250 120-28
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 127-02 126-26
PP 127-00 126-18
S1 126-30 126-10

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

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