ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	116-16	115-10	-1-06	-1.0%	119-25
High	116-16	116-27	0-11	0.3%	119-25
Low	115-14	115-07	-0-07	-0.2%	116-03
Close	115-21	116-21	1-00	0.9%	116-06
Range	1-02	1-20	0-18	52.9%	3-22
ATR	1-06	1-07	0-01	2.6%	0-00
Volume	1,137	4,740	3,603	316.9%	8,631

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-04	120-16	117-18
R3	119-16	118-28	117-03
R2	117-28	117-28	116-31
R1	117-08	117-08	116-26	117-18
PP	116-08	116-08	116-08	116-12
S1	115-20	115-20	116-16	115-30
S2	114-20	114-20	116-11
S3	113-00	114-00	116-07
S4	111-12	112-12	115-24

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	118-05	115-07	2-30	2.5%	1-04	1.0%	49%	False	True	3,293
10	120-01	115-07	4-26	4.1%	1-05	1.0%	30%	False	True	1,969
20	120-14	115-07	5-07	4.5%	1-06	1.0%	28%	False	True	1,129

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

Fibonacci Retracements and Extensions
4.250	123-24
2.618	121-03
1.618	119-15
1.000	118-15
0.618	117-27
HIGH	116-27
0.618	116-07
0.500	116-01
0.382	115-27
LOW	115-07
0.618	114-07
1.000	113-19
1.618	112-19
2.618	110-31
4.250	108-10

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	116-14	116-14
PP	116-08	116-08
S1	116-01	116-01

Download as Excel Spreadsheet

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

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