ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 126-14 126-30 0-16 0.4% 126-06
High 127-19 127-04 -0-15 -0.4% 126-11
Low 126-10 124-28 -1-14 -1.1% 123-26
Close 127-03 125-00 -2-03 -1.6% 125-22
Range 1-09 2-08 0-31 75.6% 2-17
ATR 1-14 1-15 0-02 4.1% 0-00
Volume 70,585 200,789 130,204 184.5% 84,478
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 132-13 130-31 126-08
R3 130-05 128-23 125-20
R2 127-29 127-29 125-13
R1 126-15 126-15 125-07 126-02
PP 125-21 125-21 125-21 125-15
S1 124-07 124-07 124-25 123-26
S2 123-13 123-13 124-19
S3 121-05 121-31 124-12
S4 118-29 119-23 123-24
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% 1-13 1.1% 23% False False 64,959
10 128-06 123-26 4-12 3.5% 1-19 1.3% 27% False False 39,364
20 131-16 123-26 7-22 6.2% 1-18 1.2% 15% False False 23,478
40 134-04 123-26 10-10 8.3% 1-09 1.0% 12% False False 12,140
60 134-04 123-26 10-10 8.3% 1-01 0.8% 12% False False 8,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-22
2.618 133-00
1.618 130-24
1.000 129-12
0.618 128-16
HIGH 127-04
0.618 126-08
0.500 126-00
0.382 125-24
LOW 124-28
0.618 123-16
1.000 122-20
1.618 121-08
2.618 119-00
4.250 115-10
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 126-00 126-08
PP 125-21 125-26
S1 125-11 125-13

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

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