ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	118-12	118-23	0-11	0.3%	118-10
High	119-04	120-01	0-29	0.8%	120-05
Low	118-01	118-03	0-02	0.1%	118-01
Close	119-04	119-26	0-22	0.6%	119-26
Range	1-03	1-30	0-27	77.1%	2-04
ATR	1-07	1-09	0-02	4.2%	0-00
Volume	689	202	-487	-70.7%	1,729

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-04	124-13	120-28
R3	123-06	122-15	120-11
R2	121-08	121-08	120-05
R1	120-17	120-17	120-00	120-28
PP	119-10	119-10	119-10	119-16
S1	118-19	118-19	119-20	118-30
S2	117-12	117-12	119-15
S3	115-14	116-21	119-09
S4	113-16	114-23	118-24

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-23	124-28	120-31
R3	123-19	122-24	120-13
R2	121-15	121-15	120-06
R1	120-20	120-20	120-00	121-02
PP	119-11	119-11	119-11	119-17
S1	118-16	118-16	119-20	118-30
S2	117-07	117-07	119-14
S3	115-03	116-12	119-07
S4	112-31	114-08	118-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-05	118-01	2-04	1.8%	1-09	1.1%	84%	False	False	345
10	120-14	117-23	2-23	2.3%	1-09	1.1%	77%	False	False	367
20	120-17	117-23	2-26	2.3%	1-04	0.9%	74%	False	False	216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-08
2.618	125-03
1.618	123-05
1.000	121-31
0.618	121-07
HIGH	120-01
0.618	119-09
0.500	119-02
0.382	118-27
LOW	118-03
0.618	116-29
1.000	116-05
1.618	114-31
2.618	113-01
4.250	109-28

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	119-18	119-18
PP	119-10	119-09
S1	119-02	119-01

Download as Excel Spreadsheet

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

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