ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 130-07 130-31 0-24 0.6% 131-24
High 131-03 131-28 0-25 0.6% 132-26
Low 130-00 130-14 0-14 0.3% 129-18
Close 130-30 130-20 -0-10 -0.2% 130-30
Range 1-03 1-14 0-11 31.4% 3-08
ATR 1-10 1-10 0-00 0.7% 0-00
Volume 324,401 300,155 -24,246 -7.5% 1,586,592
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 135-09 134-13 131-13
R3 133-27 132-31 131-01
R2 132-13 132-13 130-28
R1 131-17 131-17 130-24 131-08
PP 130-31 130-31 130-31 130-27
S1 130-03 130-03 130-16 129-26
S2 129-17 129-17 130-12
S3 128-03 128-21 130-07
S4 126-21 127-07 129-27
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
5 132-07 129-18 2-21 2.0% 1-09 1.0% 40% False False 325,468
10 132-30 129-18 3-12 2.6% 1-07 0.9% 31% False False 307,715
20 135-12 129-18 5-26 4.4% 1-09 1.0% 18% False False 309,008
40 135-12 129-05 6-07 4.8% 1-12 1.0% 24% False False 301,737
60 135-19 127-24 7-27 6.0% 1-14 1.1% 37% False False 244,416
80 135-19 123-27 11-24 9.0% 1-11 1.0% 58% False False 183,427
100 135-19 121-16 14-03 10.8% 1-07 0.9% 65% False False 146,771
120 135-19 118-16 17-03 13.1% 1-03 0.8% 71% False False 122,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138-00
2.618 135-20
1.618 134-06
1.000 133-10
0.618 132-24
HIGH 131-28
0.618 131-10
0.500 131-05
0.382 131-00
LOW 130-14
0.618 129-18
1.000 129-00
1.618 128-04
2.618 126-22
4.250 124-10
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 131-05 130-23
PP 130-31 130-22
S1 130-26 130-21

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

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