ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	119-14	118-19	-0-27	-0.7%	120-11
High	119-19	119-14	-0-05	-0.1%	120-26
Low	118-10	118-05	-0-05	-0.1%	118-05
Close	118-12	119-07	0-27	0.7%	119-07
Range	1-09	1-09	0-00	0.0%	2-21
ATR	1-04	1-04	0-00	1.0%	0-00
Volume	374,820	388,680	13,860	3.7%	1,790,961

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-25	122-09	119-30
R3	121-16	121-00	119-18
R2	120-07	120-07	119-15
R1	119-23	119-23	119-11	119-31
PP	118-30	118-30	118-30	119-02
S1	118-14	118-14	119-03	118-22
S2	117-21	117-21	118-31
S3	116-12	117-05	118-28
S4	115-03	115-28	118-16

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-12	125-30	120-22
R3	124-23	123-09	119-30
R2	122-02	122-02	119-23
R1	120-20	120-20	119-15	120-00
PP	119-13	119-13	119-13	119-03
S1	117-31	117-31	118-31	117-12
S2	116-24	116-24	118-23
S3	114-03	115-10	118-16
S4	111-14	112-21	117-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-26	118-05	2-21	2.2%	1-05	1.0%	40%	False	True	358,192
10	120-26	117-04	3-22	3.1%	1-04	0.9%	57%	False	False	261,153
20	120-26	115-07	5-19	4.7%	1-02	0.9%	72%	False	False	133,025
40	120-26	115-07	5-19	4.7%	1-03	0.9%	72%	False	False	66,762

Crabel Price Patterns
NR	False
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	0-08

Fibonacci Retracements and Extensions
4.250	124-28
2.618	122-25
1.618	121-16
1.000	120-23
0.618	120-07
HIGH	119-14
0.618	118-30
0.500	118-26
0.382	118-21
LOW	118-05
0.618	117-12
1.000	116-28
1.618	116-03
2.618	114-26
4.250	112-23

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	119-02	119-16
PP	118-30	119-13
S1	118-26	119-10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols