ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 127-10 126-06 -1-04 -0.9% 129-05
High 128-06 126-11 -1-27 -1.4% 129-22
Low 126-01 123-28 -2-05 -1.7% 125-17
Close 126-11 124-19 -1-24 -1.4% 126-11
Range 2-05 2-15 0-10 14.5% 4-05
ATR 1-12 1-14 0-03 5.7% 0-00
Volume 517 10,977 10,460 2,023.2% 48,657
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 132-11 130-30 125-30
R3 129-28 128-15 125-09
R2 127-13 127-13 125-01
R1 126-00 126-00 124-26 125-15
PP 124-30 124-30 124-30 124-22
S1 123-17 123-17 124-12 123-00
S2 122-15 122-15 124-05
S3 120-00 121-02 123-29
S4 117-17 118-19 123-08
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 139-21 137-05 128-20
R3 135-16 133-00 127-16
R2 131-11 131-11 127-03
R1 128-27 128-27 126-23 128-00
PP 127-06 127-06 127-06 126-25
S1 124-22 124-22 125-31 123-28
S2 123-01 123-01 125-19
S3 118-28 120-17 125-06
S4 114-23 116-12 124-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-13 123-28 5-17 4.4% 1-30 1.5% 13% False True 9,845
10 131-16 123-28 7-20 6.1% 1-25 1.4% 9% False True 9,339
20 131-22 123-28 7-26 6.3% 1-13 1.1% 9% False True 5,988
40 134-04 123-28 10-08 8.2% 1-06 1.0% 7% False True 3,106
60 134-04 123-28 10-08 8.2% 0-28 0.7% 7% False True 2,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136-27
2.618 132-26
1.618 130-11
1.000 128-26
0.618 127-28
HIGH 126-11
0.618 125-13
0.500 125-04
0.382 124-26
LOW 123-28
0.618 122-11
1.000 121-13
1.618 119-28
2.618 117-13
4.250 113-12
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 125-04 126-01
PP 124-30 125-18
S1 124-24 125-02

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

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