ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	130-04	130-15	0-11	0.3%	133-04
High	130-31	131-12	0-13	0.3%	133-21
Low	130-04	129-31	-0-05	-0.1%	129-19
Close	130-29	131-06	0-09	0.2%	129-25
Range	0-27	1-13	0-18	66.7%	4-02
ATR	1-02	1-03	0-01	2.4%	0-00
Volume	2,345	658	-1,687	-71.9%	946

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	135-02	134-17	131-31
R3	133-21	133-04	131-18
R2	132-08	132-08	131-14
R1	131-23	131-23	131-10	132-00
PP	130-27	130-27	130-27	130-31
S1	130-10	130-10	131-02	130-18
S2	129-14	129-14	130-30
S3	128-01	128-29	130-26
S4	126-20	127-16	130-13

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	143-06	140-18	132-00
R3	139-04	136-16	130-29
R2	135-02	135-02	130-17
R1	132-14	132-14	130-05	131-23
PP	131-00	131-00	131-00	130-21
S1	128-12	128-12	129-13	127-21
S2	126-30	126-30	129-01
S3	122-28	124-10	128-21
S4	118-26	120-08	127-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-18	129-19	2-31	2.3%	1-09	1.0%	54%	False	False	739
10	134-04	129-19	4-17	3.5%	1-02	0.8%	35%	False	False	449
20	134-04	129-19	4-17	3.5%	1-00	0.8%	35%	False	False	256
40	134-04	128-08	5-28	4.5%	0-21	0.5%	50%	False	False	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-11
2.618	135-02
1.618	133-21
1.000	132-25
0.618	132-08
HIGH	131-12
0.618	130-27
0.500	130-22
0.382	130-16
LOW	129-31
0.618	129-03
1.000	128-18
1.618	127-22
2.618	126-09
4.250	124-00

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	131-00	130-30
PP	130-27	130-23
S1	130-22	130-16

Download as Excel Spreadsheet

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

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