ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 127-04 124-30 -2-06 -1.7% 125-20
High 127-06 125-09 -1-29 -1.5% 127-19
Low 124-18 124-08 -0-10 -0.3% 124-28
Close 124-27 124-17 -0-10 -0.3% 126-01
Range 2-20 1-01 -1-19 -60.7% 2-23
ATR 1-17 1-16 -0-01 -2.4% 0-00
Volume 318,948 397,947 78,999 24.8% 588,944
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 127-25 127-06 125-03
R3 126-24 126-05 124-26
R2 125-23 125-23 124-23
R1 125-04 125-04 124-20 124-29
PP 124-22 124-22 124-22 124-18
S1 124-03 124-03 124-14 123-28
S2 123-21 123-21 124-11
S3 122-20 123-02 124-08
S4 121-19 122-01 123-31
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
5 128-00 124-08 3-24 3.0% 1-16 1.2% 8% False True 276,563
10 128-00 124-07 3-25 3.0% 1-15 1.2% 8% False False 170,761
20 130-22 123-26 6-28 5.5% 1-19 1.3% 10% False False 91,070
40 133-25 123-26 9-31 8.0% 1-11 1.1% 7% False False 46,699
60 134-04 123-26 10-10 8.3% 1-04 0.9% 7% False False 31,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-05
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-21
2.618 127-31
1.618 126-30
1.000 126-10
0.618 125-29
HIGH 125-09
0.618 124-28
0.500 124-24
0.382 124-21
LOW 124-08
0.618 123-20
1.000 123-07
1.618 122-19
2.618 121-18
4.250 119-28
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 124-24 126-04
PP 124-22 125-19
S1 124-20 125-02

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

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