ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	129-22	129-11	-0-11	-0.3%	130-20
High	130-16	130-12	-0-04	-0.1%	131-12
Low	129-04	129-09	0-05	0.1%	128-10
Close	129-09	130-10	1-01	0.8%	129-19
Range	1-12	1-03	-0-09	-20.5%	3-02
ATR	1-02	1-02	0-00	0.3%	0-00
Volume	1,284	5,029	3,745	291.7%	19,217

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	133-09	132-28	130-29
R3	132-06	131-25	130-20
R2	131-03	131-03	130-16
R1	130-22	130-22	130-13	130-28
PP	130-00	130-00	130-00	130-03
S1	129-19	129-19	130-07	129-26
S2	128-29	128-29	130-04
S3	127-26	128-16	130-00
S4	126-23	127-13	129-23

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	138-30	137-11	131-09
R3	135-28	134-09	130-14
R2	132-26	132-26	130-05
R1	131-07	131-07	129-28	130-16
PP	129-24	129-24	129-24	129-13
S1	128-05	128-05	129-10	127-14
S2	126-22	126-22	129-01
S3	123-20	125-03	128-24
S4	120-18	122-01	127-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-16	128-10	2-06	1.7%	1-00	0.8%	91%	False	False	4,139
10	131-22	128-10	3-12	2.6%	0-31	0.8%	59%	False	False	3,074
20	134-04	128-10	5-26	4.5%	1-01	0.8%	34%	False	False	1,762
40	134-04	128-08	5-28	4.5%	0-27	0.7%	35%	False	False	902

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	135-01
2.618	133-08
1.618	132-05
1.000	131-15
0.618	131-02
HIGH	130-12
0.618	129-31
0.500	129-26
0.382	129-22
LOW	129-09
0.618	128-19
1.000	128-06
1.618	127-16
2.618	126-13
4.250	124-20

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	130-05	130-03
PP	130-00	129-29
S1	129-26	129-22

Download as Excel Spreadsheet

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

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