ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 128-06 128-18 0-12 0.3% 127-05
High 129-14 128-19 -0-27 -0.7% 129-03
Low 128-06 126-02 -2-04 -1.7% 126-10
Close 128-23 126-10 -2-13 -1.9% 127-17
Range 1-08 2-17 1-09 102.5% 2-25
ATR 1-17 1-19 0-03 5.3% 0-00
Volume 147,598 66,099 -81,499 -55.2% 1,444,871
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 134-19 132-31 127-23
R3 132-02 130-14 127-00
R2 129-17 129-17 126-25
R1 127-29 127-29 126-17 127-14
PP 127-00 127-00 127-00 126-24
S1 125-12 125-12 126-03 124-30
S2 124-15 124-15 125-27
S3 121-30 122-27 125-20
S4 119-13 120-10 124-29
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 136-00 134-17 129-02
R3 133-07 131-24 128-09
R2 130-14 130-14 128-01
R1 128-31 128-31 127-25 129-22
PP 127-21 127-21 127-21 128-00
S1 126-06 126-06 127-09 126-30
S2 124-28 124-28 127-01
S3 122-03 123-13 126-25
S4 119-10 120-20 126-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-14 126-02 3-12 2.7% 1-24 1.4% 7% False True 262,845
10 129-14 125-23 3-23 2.9% 1-16 1.2% 16% False False 293,653
20 133-00 125-15 7-17 6.0% 1-23 1.4% 11% False False 340,343
40 135-12 125-15 9-29 7.8% 1-16 1.2% 9% False False 322,683
60 135-12 125-15 9-29 7.8% 1-15 1.2% 9% False False 312,833
80 135-19 125-15 10-04 8.0% 1-17 1.2% 8% False False 271,553
100 135-19 123-27 11-24 9.3% 1-14 1.1% 21% False False 217,347
120 135-19 121-16 14-03 11.2% 1-10 1.0% 34% False False 181,147
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 0-06
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 139-11
2.618 135-07
1.618 132-22
1.000 131-04
0.618 130-05
HIGH 128-19
0.618 127-20
0.500 127-10
0.382 127-01
LOW 126-02
0.618 124-16
1.000 123-17
1.618 121-31
2.618 119-14
4.250 115-10
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 127-10 127-24
PP 127-00 127-09
S1 126-21 126-25

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

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