ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 124-30 124-22 -0-08 -0.2% 125-26
High 125-09 125-22 0-13 0.3% 128-00
Low 124-08 123-31 -0-09 -0.2% 123-31
Close 124-17 124-04 -0-13 -0.3% 124-04
Range 1-01 1-23 0-22 66.7% 4-01
ATR 1-16 1-17 0-00 1.0% 0-00
Volume 397,947 328,188 -69,759 -17.5% 1,410,293
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 129-24 128-21 125-02
R3 128-01 126-30 124-19
R2 126-10 126-10 124-14
R1 125-07 125-07 124-09 124-29
PP 124-19 124-19 124-19 124-14
S1 123-16 123-16 123-31 123-06
S2 122-28 122-28 123-26
S3 121-05 121-25 123-21
S4 119-14 120-02 123-06
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 137-15 134-26 126-11
R3 133-14 130-25 125-07
R2 129-13 129-13 124-28
R1 126-24 126-24 124-16 126-02
PP 125-12 125-12 125-12 125-00
S1 122-23 122-23 123-24 122-01
S2 121-11 121-11 123-12
S3 117-10 118-22 123-01
S4 113-09 114-21 121-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-00 123-31 4-01 3.2% 1-19 1.3% 4% False True 282,058
10 128-00 123-31 4-01 3.2% 1-16 1.2% 4% False True 201,522
20 130-01 123-26 6-07 5.0% 1-19 1.3% 5% False False 107,139
40 133-25 123-26 9-31 8.0% 1-12 1.1% 3% False False 54,900
60 134-04 123-26 10-10 8.3% 1-05 0.9% 3% False False 36,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-00
2.618 130-06
1.618 128-15
1.000 127-13
0.618 126-24
HIGH 125-22
0.618 125-01
0.500 124-26
0.382 124-20
LOW 123-31
0.618 122-29
1.000 122-08
1.618 121-06
2.618 119-15
4.250 116-21
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 124-26 125-18
PP 124-19 125-03
S1 124-12 124-20

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

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