ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	129-05	129-07	0-02	0.0%	129-22
High	129-22	129-13	-0-09	-0.2%	131-16
Low	128-25	127-04	-1-21	-1.3%	128-18
Close	128-28	127-07	-1-21	-1.3%	129-06
Range	0-29	2-09	1-12	151.7%	2-30
ATR	1-08	1-10	0-02	6.0%	0-00
Volume	10,409	6,416	-3,993	-38.4%	35,046

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-24	133-09	128-15
R3	132-15	131-00	127-27
R2	130-06	130-06	127-20
R1	128-23	128-23	127-14	128-10
PP	127-29	127-29	127-29	127-23
S1	126-14	126-14	127-00	126-01
S2	125-20	125-20	126-26
S3	123-11	124-05	126-19
S4	121-02	121-28	125-31

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	127-04	4-12	3.4%	1-28	1.5%	2%	False	True	9,111
10	131-16	127-04	4-12	3.4%	1-14	1.1%	2%	False	True	6,625
20	132-18	127-04	5-14	4.3%	1-09	1.0%	2%	False	True	4,000
40	134-04	127-04	7-00	5.5%	1-01	0.8%	1%	False	True	2,040

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-03
2.618	135-12
1.618	133-03
1.000	131-22
0.618	130-26
HIGH	129-13
0.618	128-17
0.500	128-08
0.382	128-00
LOW	127-04
0.618	125-23
1.000	124-27
1.618	123-14
2.618	121-05
4.250	117-14

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	128-08	128-18
PP	127-29	128-04
S1	127-18	127-22

Download as Excel Spreadsheet

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

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