ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	117-14	117-22	0-08	0.2%	116-28
High	118-03	117-27	-0-08	-0.2%	118-03
Low	117-11	117-04	-0-07	-0.2%	116-18
Close	117-27	117-20	-0-07	-0.2%	117-20
Range	0-24	0-23	-0-01	-4.2%	1-17
ATR	1-04	1-03	-0-01	-2.6%	0-00
Volume	11,201	19,071	7,870	70.3%	42,326

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-22	119-12	118-01
R3	118-31	118-21	117-26
R2	118-08	118-08	117-24
R1	117-30	117-30	117-22	117-24
PP	117-17	117-17	117-17	117-14
S1	117-07	117-07	117-18	117-00
S2	116-26	116-26	117-16
S3	116-03	116-16	117-14
S4	115-12	115-25	117-07

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-01	121-11	118-15
R3	120-16	119-26	118-01
R2	118-31	118-31	117-29
R1	118-09	118-09	117-24	118-20
PP	117-14	117-14	117-14	117-19
S1	116-24	116-24	117-16	117-03
S2	115-29	115-29	117-11
S3	114-12	115-07	117-07
S4	112-27	113-22	116-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-03	116-18	1-17	1.3%	0-26	0.7%	69%	False	False	8,465
10	118-03	115-07	2-28	2.4%	0-31	0.8%	84%	False	False	6,528
20	120-05	115-07	4-30	4.2%	1-02	0.9%	49%	False	False	3,782

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-29
2.618	119-23
1.618	119-00
1.000	118-18
0.618	118-09
HIGH	117-27
0.618	117-18
0.500	117-16
0.382	117-13
LOW	117-04
0.618	116-22
1.000	116-13
1.618	115-31
2.618	115-08
4.250	114-02

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	117-18	117-19
PP	117-17	117-18
S1	117-16	117-18

Download as Excel Spreadsheet

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

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