ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 130-08 129-08 -1-00 -0.8% 130-20
High 131-16 130-22 -0-26 -0.6% 131-12
Low 128-18 128-26 0-08 0.2% 128-10
Close 128-28 130-07 1-11 1.0% 129-19
Range 2-30 1-28 -1-02 -36.2% 3-02
ATR 1-06 1-08 0-02 4.1% 0-00
Volume 11,513 6,811 -4,702 -40.8% 19,217
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 135-17 134-24 131-08
R3 133-21 132-28 130-24
R2 131-25 131-25 130-18
R1 131-00 131-00 130-12 131-12
PP 129-29 129-29 129-29 130-03
S1 129-04 129-04 130-02 129-16
S2 128-01 128-01 129-28
S3 126-05 127-08 129-22
S4 124-09 125-12 129-06
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
5 131-16 128-18 2-30 2.3% 1-20 1.3% 56% False False 6,088
10 131-16 128-10 3-06 2.4% 1-08 1.0% 60% False False 4,640
20 133-25 128-10 5-15 4.2% 1-05 0.9% 35% False False 2,661
40 134-04 128-08 5-28 4.5% 0-31 0.7% 34% False False 1,360
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-21
2.618 135-19
1.618 133-23
1.000 132-18
0.618 131-27
HIGH 130-22
0.618 129-31
0.500 129-24
0.382 129-17
LOW 128-26
0.618 127-21
1.000 126-30
1.618 125-25
2.618 123-29
4.250 120-27
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 130-02 130-05
PP 129-29 130-03
S1 129-24 130-01

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

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