ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	129-07	127-08	-1-31	-1.5%	129-22
High	129-13	127-18	-1-27	-1.4%	131-16
Low	127-04	125-17	-1-19	-1.3%	128-18
Close	127-07	127-15	0-08	0.2%	129-06
Range	2-09	2-01	-0-08	-11.0%	2-30
ATR	1-10	1-12	0-02	3.9%	0-00
Volume	6,416	10,896	4,480	69.8%	35,046

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	132-30	132-08	128-19
R3	130-29	130-07	128-01
R2	128-28	128-28	127-27
R1	128-06	128-06	127-21	128-17
PP	126-27	126-27	126-27	127-01
S1	126-05	126-05	127-09	126-16
S2	124-26	124-26	127-03
S3	122-25	124-04	126-29
S4	120-24	122-03	126-11

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	130-22	125-17	5-05	4.0%	1-22	1.3%	38%	False	True	8,988
10	131-16	125-17	5-31	4.7%	1-17	1.2%	32%	False	True	7,592
20	132-18	125-17	7-01	5.5%	1-11	1.0%	28%	False	True	4,537
40	134-04	125-17	8-19	6.7%	1-03	0.9%	23%	False	True	2,313

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-06
2.618	132-28
1.618	130-27
1.000	129-19
0.618	128-26
HIGH	127-18
0.618	126-25
0.500	126-18
0.382	126-10
LOW	125-17
0.618	124-09
1.000	123-16
1.618	122-08
2.618	120-07
4.250	116-29

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	127-05	127-20
PP	126-27	127-18
S1	126-18	127-16

Download as Excel Spreadsheet

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

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