ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	129-11	130-08	0-29	0.7%	130-20
High	130-12	131-16	1-04	0.9%	131-12
Low	129-09	128-18	-0-23	-0.6%	128-10
Close	130-10	128-28	-1-14	-1.1%	129-19
Range	1-03	2-30	1-27	168.6%	3-02
ATR	1-02	1-06	0-04	12.7%	0-00
Volume	5,029	11,513	6,484	128.9%	19,217

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	138-15	136-19	130-16
R3	135-17	133-21	129-22
R2	132-19	132-19	129-13
R1	130-23	130-23	129-05	130-06
PP	129-21	129-21	129-21	129-12
S1	127-25	127-25	128-19	127-08
S2	126-23	126-23	128-11
S3	123-25	124-27	128-02
S4	120-27	121-29	127-08

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	131-16	128-11	3-05	2.4%	1-12	1.1%	17%	True	False	6,196
10	131-16	128-10	3-06	2.5%	1-05	0.9%	18%	True	False	4,164
20	133-25	128-10	5-15	4.2%	1-03	0.8%	10%	False	False	2,329
40	134-04	128-08	5-28	4.6%	0-29	0.7%	11%	False	False	1,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	144-00
2.618	139-06
1.618	136-08
1.000	134-14
0.618	133-10
HIGH	131-16
0.618	130-12
0.500	130-01
0.382	129-22
LOW	128-18
0.618	126-24
1.000	125-20
1.618	123-26
2.618	120-28
4.250	116-02

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	130-01	130-01
PP	129-21	129-21
S1	129-08	129-08

Download as Excel Spreadsheet

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

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