ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	116-15	116-16	0-01	0.0%	119-25
High	116-17	116-16	-0-01	0.0%	119-25
Low	115-26	115-14	-0-12	-0.3%	116-03
Close	116-14	115-21	-0-25	-0.7%	116-06
Range	0-23	1-02	0-11	47.8%	3-22
ATR	1-06	1-06	0-00	-0.8%	0-00
Volume	4,295	1,137	-3,158	-73.5%	8,631

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-02	118-13	116-08
R3	118-00	117-11	115-30
R2	116-30	116-30	115-27
R1	116-09	116-09	115-24	116-02
PP	115-28	115-28	115-28	115-24
S1	115-07	115-07	115-18	115-00
S2	114-26	114-26	115-15
S3	113-24	114-05	115-12
S4	112-22	113-03	115-02

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-13	126-00	118-07
R3	124-23	122-10	117-06
R2	121-01	121-01	116-28
R1	118-20	118-20	116-17	118-00
PP	117-11	117-11	117-11	117-01
S1	114-30	114-30	115-27	114-10
S2	113-21	113-21	115-16
S3	109-31	111-08	115-06
S4	106-09	107-18	114-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-01	115-14	3-19	3.1%	1-02	0.9%	6%	False	True	2,531
10	120-01	115-14	4-19	4.0%	1-04	1.0%	5%	False	True	1,545
20	120-14	115-14	5-00	4.3%	1-05	1.0%	4%	False	True	897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-00
2.618	119-09
1.618	118-07
1.000	117-18
0.618	117-05
HIGH	116-16
0.618	116-03
0.500	115-31
0.382	115-27
LOW	115-14
0.618	114-25
1.000	114-12
1.618	113-23
2.618	112-21
4.250	110-30

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	115-31	116-14
PP	115-28	116-06
S1	115-24	115-29

Download as Excel Spreadsheet

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

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