ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	115-10	116-11	1-01	0.9%	119-25
High	116-27	116-24	-0-03	-0.1%	119-25
Low	115-07	115-25	0-18	0.5%	116-03
Close	116-21	115-27	-0-26	-0.7%	116-06
Range	1-20	0-31	-0-21	-40.4%	3-22
ATR	1-07	1-06	-0-01	-1.5%	0-00
Volume	4,740	10,987	6,247	131.8%	8,631

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-01	118-13	116-12
R3	118-02	117-14	116-04
R2	117-03	117-03	116-01
R1	116-15	116-15	115-30	116-10
PP	116-04	116-04	116-04	116-01
S1	115-16	115-16	115-24	115-10
S2	115-05	115-05	115-21
S3	114-06	114-17	115-18
S4	113-07	113-18	115-10

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	117-14	115-07	2-07	1.9%	1-05	1.0%	28%	False	False	4,782
10	120-01	115-07	4-26	4.2%	1-05	1.0%	13%	False	False	2,999
20	120-14	115-07	5-07	4.5%	1-06	1.0%	12%	False	False	1,678

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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-28
2.618	119-09
1.618	118-10
1.000	117-23
0.618	117-11
HIGH	116-24
0.618	116-12
0.500	116-08
0.382	116-05
LOW	115-25
0.618	115-06
1.000	114-26
1.618	114-07
2.618	113-08
4.250	111-21

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	116-08	116-01
PP	116-04	115-31
S1	116-00	115-29

Download as Excel Spreadsheet

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

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