ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 133-04 133-06 0-02 0.0% 132-20
High 133-04 133-21 0-17 0.4% 134-04
Low 132-31 132-17 -0-14 -0.3% 132-11
Close 133-04 132-17 -0-19 -0.4% 133-04
Range 0-05 1-04 0-31 620.0% 1-25
ATR 0-29 0-30 0-00 1.6% 0-00
Volume 244 7 -237 -97.1% 633
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 136-09 135-17 133-05
R3 135-05 134-13 132-27
R2 134-01 134-01 132-24
R1 133-09 133-09 132-20 133-03
PP 132-29 132-29 132-29 132-26
S1 132-05 132-05 132-14 131-31
S2 131-25 131-25 132-10
S3 130-21 131-01 132-07
S4 129-17 129-29 131-29
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 138-17 137-20 134-03
R3 136-24 135-27 133-20
R2 134-31 134-31 133-14
R1 134-02 134-02 133-09 134-16
PP 133-06 133-06 133-06 133-14
S1 132-09 132-09 132-31 132-24
S2 131-13 131-13 132-26
S3 129-20 130-16 132-20
S4 127-27 128-23 132-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-04 132-17 1-19 1.2% 0-27 0.6% 0% False True 160
10 134-04 131-27 2-09 1.7% 0-26 0.6% 30% False False 113
20 134-04 128-08 5-28 4.4% 0-26 0.6% 73% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138-14
2.618 136-19
1.618 135-15
1.000 134-25
0.618 134-11
HIGH 133-21
0.618 133-07
0.500 133-03
0.382 132-31
LOW 132-17
0.618 131-27
1.000 131-13
1.618 130-23
2.618 129-19
4.250 127-24
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 133-03 133-05
PP 132-29 132-30
S1 132-23 132-24

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

View Archives - Comment on this page... - Back to Index of Symbols