ECBOT 30 Year Treasury Bond Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 124-08 125-11 1-03 0.9% 125-26
High 125-14 125-11 -0-03 -0.1% 128-00
Low 124-08 122-09 -1-31 -1.6% 123-31
Close 125-08 122-16 -2-24 -2.2% 124-04
Range 1-06 3-02 1-28 157.9% 4-01
ATR 1-16 1-20 0-04 7.4% 0-00
Volume 214,747 375,786 161,039 75.0% 1,410,293
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 132-18 130-19 124-06
R3 129-16 127-17 123-11
R2 126-14 126-14 123-02
R1 124-15 124-15 122-25 123-30
PP 123-12 123-12 123-12 123-03
S1 121-13 121-13 122-07 120-28
S2 120-10 120-10 121-30
S3 117-08 118-11 121-21
S4 114-06 115-09 120-26
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
5 127-06 122-09 4-29 4.0% 1-30 1.6% 4% False True 327,123
10 128-00 122-09 5-23 4.7% 1-23 1.4% 4% False True 257,291
20 129-13 122-09 7-04 5.8% 1-22 1.4% 3% False True 135,624
40 133-21 122-09 11-12 9.3% 1-14 1.2% 2% False True 69,652
60 134-04 122-09 11-27 9.7% 1-07 1.0% 2% False True 46,462
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 0-06
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 138-12
2.618 133-12
1.618 130-10
1.000 128-13
0.618 127-08
HIGH 125-11
0.618 124-06
0.500 123-26
0.382 123-14
LOW 122-09
0.618 120-12
1.000 119-07
1.618 117-10
2.618 114-08
4.250 109-08
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 123-26 124-00
PP 123-12 123-16
S1 122-30 123-00

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

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