ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	125-16	125-05	-0-11	-0.3%	125-01
High	125-16	125-05	-0-11	-0.3%	125-16
Low	125-04	123-30	-1-06	-0.9%	124-01
Close	125-04	124-01	-1-03	-0.9%	125-04
Range	0-12	1-07	0-27	225.0%	1-15
ATR	0-21	0-22	0-01	6.2%	0-00
Volume	10	10	0	0.0%	34

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-01	127-08	124-22
R3	126-26	126-01	124-12
R2	125-19	125-19	124-08
R1	124-26	124-26	124-05	124-19
PP	124-12	124-12	124-12	124-08
S1	123-19	123-19	123-29	123-12
S2	123-05	123-05	123-26
S3	121-30	122-12	123-22
S4	120-23	121-05	123-12

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-09	128-22	125-30
R3	127-26	127-07	125-17
R2	126-11	126-11	125-13
R1	125-24	125-24	125-08	126-02
PP	124-28	124-28	124-28	125-01
S1	124-09	124-09	125-00	124-18
S2	123-13	123-13	124-27
S3	121-30	122-26	124-23
S4	120-15	121-11	124-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-16	123-30	1-18	1.3%	0-14	0.4%	6%	False	True	7
10	125-16	122-13	3-03	2.5%	0-16	0.4%	53%	False	False	5
20	125-16	122-13	3-03	2.5%	0-12	0.3%	53%	False	False	11
40	125-16	119-30	5-18	4.5%	0-08	0.2%	74%	False	False	22

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	0-01
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	130-11
2.618	128-11
1.618	127-04
1.000	126-12
0.618	125-29
HIGH	125-05
0.618	124-22
0.500	124-18
0.382	124-13
LOW	123-30
0.618	123-06
1.000	122-23
1.618	121-31
2.618	120-24
4.250	118-24

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	124-18	124-23
PP	124-12	124-16
S1	124-06	124-08

Download as Excel Spreadsheet

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

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