ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 125-17 127-18 2-01 1.6% 130-21
High 127-24 127-29 0-05 0.1% 131-07
Low 125-16 126-20 1-04 0.9% 127-14
Close 127-23 127-02 -0-21 -0.5% 127-30
Range 2-08 1-09 -0-31 -43.1% 3-25
ATR 1-20 1-20 -0-01 -1.6% 0-00
Volume 474,848 364,583 -110,265 -23.2% 1,710,524
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 131-01 130-11 127-25
R3 129-24 129-02 127-13
R2 128-15 128-15 127-10
R1 127-25 127-25 127-06 127-16
PP 127-06 127-06 127-06 127-02
S1 126-16 126-16 126-30 126-06
S2 125-29 125-29 126-26
S3 124-20 125-07 126-23
S4 123-11 123-30 126-11
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
5 129-27 125-15 4-12 3.4% 1-25 1.4% 36% False False 348,131
10 132-06 125-15 6-23 5.3% 1-24 1.4% 24% False False 375,802
20 133-00 125-15 7-17 5.9% 1-18 1.2% 21% False False 346,998
40 135-12 125-15 9-29 7.8% 1-15 1.2% 16% False False 323,731
60 135-19 125-15 10-04 8.0% 1-17 1.2% 16% False False 316,504
80 135-19 124-22 10-29 8.6% 1-15 1.2% 22% False False 239,485
100 135-19 123-27 11-24 9.2% 1-11 1.1% 27% False False 191,648
120 135-19 120-04 15-15 12.2% 1-08 1.0% 45% False False 159,718
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-11
2.618 131-08
1.618 129-31
1.000 129-06
0.618 128-22
HIGH 127-29
0.618 127-13
0.500 127-08
0.382 127-04
LOW 126-20
0.618 125-27
1.000 125-11
1.618 124-18
2.618 123-09
4.250 121-06
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 127-08 126-30
PP 127-06 126-26
S1 127-04 126-22

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

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