ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 129-00 127-26 -1-06 -0.9% 130-21
High 129-27 127-28 -1-31 -1.5% 131-07
Low 127-19 125-15 -2-04 -1.7% 127-14
Close 127-30 126-07 -1-23 -1.3% 127-30
Range 2-08 2-13 0-05 6.9% 3-25
ATR 1-17 1-19 0-02 4.4% 0-00
Volume 405,952 428,207 22,255 5.5% 1,710,524
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 133-24 132-12 127-17
R3 131-11 129-31 126-28
R2 128-30 128-30 126-21
R1 127-18 127-18 126-14 127-02
PP 126-17 126-17 126-17 126-08
S1 125-05 125-05 126-00 124-20
S2 124-04 124-04 125-25
S3 121-23 122-24 125-18
S4 119-10 120-11 124-29
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
5 131-00 125-15 5-17 4.4% 1-28 1.5% 14% False True 382,832
10 133-00 125-15 7-17 6.0% 1-26 1.4% 10% False True 364,920
20 133-00 125-15 7-17 6.0% 1-17 1.2% 10% False True 336,317
40 135-12 125-15 9-29 7.8% 1-14 1.1% 8% False True 319,474
60 135-19 125-15 10-04 8.0% 1-17 1.2% 7% False True 304,007
80 135-19 124-22 10-29 8.6% 1-14 1.1% 14% False False 229,002
100 135-19 123-16 12-03 9.6% 1-11 1.1% 22% False False 183,257
120 135-19 120-04 15-15 12.3% 1-07 1.0% 39% False False 152,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 138-03
2.618 134-06
1.618 131-25
1.000 130-09
0.618 129-12
HIGH 127-28
0.618 126-31
0.500 126-22
0.382 126-12
LOW 125-15
0.618 123-31
1.000 123-02
1.618 121-18
2.618 119-05
4.250 115-08
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 126-22 127-21
PP 126-17 127-06
S1 126-12 126-22

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

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