ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 129-01 129-00 -0-01 0.0% 130-21
High 129-07 129-27 0-20 0.5% 131-07
Low 128-16 127-19 -0-29 -0.7% 127-14
Close 128-23 127-30 -0-25 -0.6% 127-30
Range 0-23 2-08 1-17 213.0% 3-25
ATR 1-15 1-17 0-02 3.8% 0-00
Volume 67,067 405,952 338,885 505.3% 1,710,524
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 135-07 133-26 129-06
R3 132-31 131-18 128-18
R2 130-23 130-23 128-11
R1 129-10 129-10 128-05 128-28
PP 128-15 128-15 128-15 128-08
S1 127-02 127-02 127-23 126-20
S2 126-07 126-07 127-17
S3 123-31 124-26 127-10
S4 121-23 122-18 126-22
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 140-07 137-27 130-01
R3 136-14 134-02 128-31
R2 132-21 132-21 128-20
R1 130-09 130-09 128-09 129-18
PP 128-28 128-28 128-28 128-16
S1 126-16 126-16 127-19 125-26
S2 125-03 125-03 127-08
S3 121-10 122-23 126-29
S4 117-17 118-30 125-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-07 127-14 3-25 3.0% 1-19 1.2% 13% False False 342,104
10 133-00 127-14 5-18 4.3% 1-23 1.4% 9% False False 352,115
20 133-00 127-14 5-18 4.3% 1-15 1.1% 9% False False 326,386
40 135-12 127-14 7-30 6.2% 1-13 1.1% 6% False False 314,145
60 135-19 127-14 8-05 6.4% 1-17 1.2% 6% False False 297,256
80 135-19 124-22 10-29 8.5% 1-13 1.1% 30% False False 223,652
100 135-19 123-14 12-05 9.5% 1-10 1.0% 37% False False 178,976
120 135-19 120-04 15-15 12.1% 1-06 0.9% 51% False False 149,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-13
2.618 135-23
1.618 133-15
1.000 132-03
0.618 131-07
HIGH 129-27
0.618 128-31
0.500 128-23
0.382 128-15
LOW 127-19
0.618 126-07
1.000 125-11
1.618 123-31
2.618 121-23
4.250 118-01
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 128-23 128-20
PP 128-15 128-13
S1 128-06 128-06

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

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