ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 129-22 130-07 0-17 0.4% 131-24
High 130-17 131-03 0-18 0.4% 132-26
Low 129-18 130-00 0-14 0.3% 129-18
Close 130-07 130-30 0-23 0.6% 130-30
Range 0-31 1-03 0-04 12.9% 3-08
ATR 1-10 1-10 -0-01 -1.2% 0-00
Volume 290,058 324,401 34,343 11.8% 1,586,592
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 133-31 133-17 131-17
R3 132-28 132-14 131-08
R2 131-25 131-25 131-04
R1 131-11 131-11 131-01 131-18
PP 130-22 130-22 130-22 130-25
S1 130-08 130-08 130-27 130-15
S2 129-19 129-19 130-24
S3 128-16 129-05 130-20
S4 127-13 128-02 130-11
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 140-27 139-05 132-23
R3 137-19 135-29 131-27
R2 134-11 134-11 131-17
R1 132-21 132-21 131-08 131-28
PP 131-03 131-03 131-03 130-23
S1 129-13 129-13 130-20 128-20
S2 127-27 127-27 130-11
S3 124-19 126-05 130-01
S4 121-11 122-29 129-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-26 129-18 3-08 2.5% 1-06 0.9% 42% False False 317,318
10 132-30 129-18 3-12 2.6% 1-06 0.9% 41% False False 300,657
20 135-12 129-18 5-26 4.4% 1-08 0.9% 24% False False 304,347
40 135-12 129-05 6-07 4.7% 1-13 1.1% 29% False False 302,317
60 135-19 126-30 8-21 6.6% 1-14 1.1% 46% False False 239,429
80 135-19 123-27 11-24 9.0% 1-11 1.0% 60% False False 179,676
100 135-19 121-16 14-03 10.8% 1-07 0.9% 67% False False 143,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-24
2.618 133-31
1.618 132-28
1.000 132-06
0.618 131-25
HIGH 131-03
0.618 130-22
0.500 130-18
0.382 130-13
LOW 130-00
0.618 129-10
1.000 128-29
1.618 128-07
2.618 127-04
4.250 125-11
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 130-26 130-24
PP 130-22 130-17
S1 130-18 130-10

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

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