ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 133-06 132-05 -1-01 -0.8% 132-20
High 133-21 132-10 -1-11 -1.0% 134-04
Low 132-17 131-11 -1-06 -0.9% 132-11
Close 132-17 132-07 -0-10 -0.2% 133-04
Range 1-04 0-31 -0-05 -13.9% 1-25
ATR 0-30 0-31 0-01 1.9% 0-00
Volume 7 139 132 1,885.7% 633
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 134-28 134-16 132-24
R3 133-29 133-17 132-16
R2 132-30 132-30 132-13
R1 132-18 132-18 132-10 132-24
PP 131-31 131-31 131-31 132-02
S1 131-19 131-19 132-04 131-25
S2 131-00 131-00 132-01
S3 130-01 130-20 131-30
S4 129-02 129-21 131-22
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
5 133-25 131-11 2-14 1.8% 0-23 0.5% 36% False True 154
10 134-04 131-11 2-25 2.1% 0-27 0.6% 31% False True 121
20 134-04 128-08 5-28 4.4% 0-27 0.6% 68% False False 88
Crabel Price Patterns
NR True
NR4 False
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-14
2.618 134-27
1.618 133-28
1.000 133-09
0.618 132-29
HIGH 132-10
0.618 131-30
0.500 131-26
0.382 131-23
LOW 131-11
0.618 130-24
1.000 130-12
1.618 129-25
2.618 128-26
4.250 127-07
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 132-03 132-16
PP 131-31 132-13
S1 131-26 132-10

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

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