ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	118-23	119-25	1-02	0.9%	118-10
High	120-01	119-25	-0-08	-0.2%	120-05
Low	118-03	118-22	0-19	0.5%	118-01
Close	119-26	119-00	-0-26	-0.7%	119-26
Range	1-30	1-03	-0-27	-43.5%	2-04
ATR	1-09	1-08	0-00	-0.8%	0-00
Volume	202	920	718	355.4%	1,729

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-14	121-26	119-19
R3	121-11	120-23	119-10
R2	120-08	120-08	119-06
R1	119-20	119-20	119-03	119-12
PP	119-05	119-05	119-05	119-01
S1	118-17	118-17	118-29	118-10
S2	118-02	118-02	118-26
S3	116-31	117-14	118-22
S4	115-28	116-11	118-13

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%	1-12	1.2%	46%	False	False	500
10	120-05	117-23	2-14	2.0%	1-09	1.1%	53%	False	False	378
20	120-14	117-23	2-23	2.3%	1-06	1.0%	47%	False	False	261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-14
2.618	122-21
1.618	121-18
1.000	120-28
0.618	120-15
HIGH	119-25
0.618	119-12
0.500	119-08
0.382	119-03
LOW	118-22
0.618	118-00
1.000	117-19
1.618	116-29
2.618	115-26
4.250	114-01

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	119-08	119-01
PP	119-05	119-01
S1	119-02	119-00

Download as Excel Spreadsheet

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

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