ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	116-28	117-07	0-11	0.3%	116-15
High	117-17	117-18	0-01	0.0%	117-06
Low	116-18	116-29	0-11	0.3%	115-07
Close	117-10	117-12	0-02	0.1%	116-25
Range	0-31	0-21	-0-10	-32.3%	1-31
ATR	1-06	1-05	-0-01	-3.2%	0-00
Volume	2,647	5,290	2,643	99.8%	22,962

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-08	118-31	117-24
R3	118-19	118-10	117-18
R2	117-30	117-30	117-16
R1	117-21	117-21	117-14	117-26
PP	117-09	117-09	117-09	117-11
S1	117-00	117-00	117-10	117-04
S2	116-20	116-20	117-08
S3	115-31	116-11	117-06
S4	115-10	115-22	117-00

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-10	121-16	117-28
R3	120-11	119-17	117-10
R2	118-12	118-12	117-05
R1	117-18	117-18	116-31	117-31
PP	116-13	116-13	116-13	116-19
S1	115-19	115-19	116-19	116-00
S2	114-14	114-14	116-13
S3	112-15	113-20	116-08
S4	110-16	111-21	115-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-18	115-07	2-11	2.0%	1-02	0.9%	92%	True	False	5,093
10	119-01	115-07	3-26	3.2%	1-02	0.9%	57%	False	False	3,812
20	120-05	115-07	4-30	4.2%	1-04	1.0%	44%	False	False	2,096

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-11
2.618	119-09
1.618	118-20
1.000	118-07
0.618	117-31
HIGH	117-18
0.618	117-10
0.500	117-08
0.382	117-05
LOW	116-29
0.618	116-16
1.000	116-08
1.618	115-27
2.618	115-06
4.250	114-04

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	117-10	117-06
PP	117-09	117-00
S1	117-08	116-26

Download as Excel Spreadsheet

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

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