ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 126-28 126-18 -0-10 -0.2% 127-26
High 127-02 127-14 0-12 0.3% 127-29
Low 125-23 126-17 0-26 0.6% 125-15
Close 126-17 127-07 0-22 0.5% 127-07
Range 1-11 0-29 -0-14 -32.6% 2-14
ATR 1-19 1-17 -0-02 -3.1% 0-00
Volume 317,264 224,604 -92,660 -29.2% 1,809,506
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-25 129-13 127-23
R3 128-28 128-16 127-15
R2 127-31 127-31 127-12
R1 127-19 127-19 127-10 127-25
PP 127-02 127-02 127-02 127-05
S1 126-22 126-22 127-04 126-28
S2 126-05 126-05 127-02
S3 125-08 125-25 126-31
S4 124-11 124-28 126-23
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 134-06 133-04 128-18
R3 131-24 130-22 127-28
R2 129-10 129-10 127-21
R1 128-08 128-08 127-14 127-18
PP 126-28 126-28 126-28 126-16
S1 125-26 125-26 127-00 125-04
S2 124-14 124-14 126-25
S3 122-00 123-12 126-18
S4 119-18 120-30 125-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-29 125-15 2-14 1.9% 1-20 1.3% 72% False False 361,901
10 131-07 125-15 5-24 4.5% 1-20 1.3% 30% False False 352,003
20 133-00 125-15 7-17 5.9% 1-18 1.2% 23% False False 345,862
40 135-12 125-15 9-29 7.8% 1-14 1.1% 18% False False 322,579
60 135-12 125-15 9-29 7.8% 1-17 1.2% 18% False False 318,278
80 135-19 125-15 10-04 8.0% 1-15 1.2% 17% False False 246,244
100 135-19 123-27 11-24 9.2% 1-12 1.1% 29% False False 197,060
120 135-19 120-04 15-15 12.2% 1-08 1.0% 46% False False 164,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-09
2.618 129-26
1.618 128-29
1.000 128-11
0.618 128-00
HIGH 127-14
0.618 127-03
0.500 127-00
0.382 126-28
LOW 126-17
0.618 125-31
1.000 125-20
1.618 125-02
2.618 124-05
4.250 122-22
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 127-04 127-03
PP 127-02 126-30
S1 127-00 126-26

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

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