ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 126-30 125-06 -1-24 -1.4% 125-20
High 127-04 126-07 -0-29 -0.7% 127-19
Low 124-28 124-28 0-00 0.0% 124-28
Close 125-00 126-01 1-01 0.8% 126-01
Range 2-08 1-11 -0-29 -40.3% 2-23
ATR 1-15 1-15 0-00 -0.7% 0-00
Volume 200,789 300,714 99,925 49.8% 588,944
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-24 129-07 126-25
R3 128-13 127-28 126-13
R2 127-02 127-02 126-09
R1 126-17 126-17 126-05 126-26
PP 125-23 125-23 125-23 125-27
S1 125-06 125-06 125-29 125-14
S2 124-12 124-12 125-25
S3 123-01 123-27 125-21
S4 121-22 122-16 125-09
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 134-10 132-29 127-17
R3 131-19 130-06 126-25
R2 128-28 128-28 126-17
R1 127-15 127-15 126-09 128-06
PP 126-05 126-05 126-05 126-17
S1 124-24 124-24 125-25 125-14
S2 123-14 123-14 125-17
S3 120-23 122-01 125-09
S4 118-00 119-10 124-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-19 124-28 2-23 2.2% 1-14 1.1% 43% False True 120,986
10 128-06 123-26 4-12 3.5% 1-21 1.3% 51% False False 67,393
20 131-16 123-26 7-22 6.1% 1-19 1.3% 29% False False 38,146
40 134-04 123-26 10-10 8.2% 1-09 1.0% 22% False False 19,655
60 134-04 123-26 10-10 8.2% 1-01 0.8% 22% False False 13,115
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-30
2.618 129-24
1.618 128-13
1.000 127-18
0.618 127-02
HIGH 126-07
0.618 125-23
0.500 125-18
0.382 125-12
LOW 124-28
0.618 124-01
1.000 123-17
1.618 122-22
2.618 121-11
4.250 119-05
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 125-28 126-08
PP 125-23 126-05
S1 125-18 126-03

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

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