ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 129-08 129-31 0-23 0.6% 129-22
High 130-22 130-01 -0-21 -0.5% 131-16
Low 128-26 128-22 -0-04 -0.1% 128-18
Close 130-07 129-06 -1-01 -0.8% 129-06
Range 1-28 1-11 -0-17 -28.3% 2-30
ATR 1-08 1-08 0-01 1.7% 0-00
Volume 6,811 10,409 3,598 52.8% 35,046
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 133-11 132-19 129-30
R3 132-00 131-08 129-18
R2 130-21 130-21 129-14
R1 129-29 129-29 129-10 129-20
PP 129-10 129-10 129-10 129-05
S1 128-18 128-18 129-02 128-08
S2 127-31 127-31 128-30
S3 126-20 127-07 128-26
S4 125-09 125-28 128-14
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 138-18 136-26 130-26
R3 135-20 133-28 130-00
R2 132-22 132-22 129-23
R1 130-30 130-30 129-15 130-11
PP 129-24 129-24 129-24 129-14
S1 128-00 128-00 128-29 127-13
S2 126-26 126-26 128-21
S3 123-28 125-02 128-12
S4 120-30 122-04 127-18
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% 1-23 1.3% 21% False False 7,009
10 131-16 128-10 3-06 2.5% 1-11 1.0% 27% False False 5,426
20 133-21 128-10 5-11 4.1% 1-06 0.9% 16% False False 3,171
40 134-04 128-08 5-28 4.5% 1-00 0.8% 16% False False 1,620
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-24
2.618 133-18
1.618 132-07
1.000 131-12
0.618 130-28
HIGH 130-01
0.618 129-17
0.500 129-12
0.382 129-06
LOW 128-22
0.618 127-27
1.000 127-11
1.618 126-16
2.618 125-05
4.250 122-31
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 129-12 130-01
PP 129-10 129-24
S1 129-08 129-15

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

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