ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	117-22	117-24	0-02	0.1%	116-28
High	117-27	119-14	1-19	1.4%	118-03
Low	117-04	117-22	0-18	0.5%	116-18
Close	117-20	119-09	1-21	1.4%	117-20
Range	0-23	1-24	1-01	143.5%	1-17
ATR	1-03	1-05	0-02	4.7%	0-00
Volume	19,071	26,676	7,605	39.9%	42,326

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-02	123-13	120-08
R3	122-10	121-21	119-24
R2	120-18	120-18	119-19
R1	119-29	119-29	119-14	120-08
PP	118-26	118-26	118-26	118-31
S1	118-05	118-05	119-04	118-16
S2	117-02	117-02	118-31
S3	115-10	116-13	118-26
S4	113-18	114-21	118-10

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	119-14	116-29	2-17	2.1%	0-31	0.8%	94%	True	False	13,271
10	119-14	115-07	4-07	3.5%	1-02	0.9%	96%	True	False	8,766
20	120-05	115-07	4-30	4.1%	1-04	0.9%	82%	False	False	5,108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	126-28
2.618	124-01
1.618	122-09
1.000	121-06
0.618	120-17
HIGH	119-14
0.618	118-25
0.500	118-18
0.382	118-11
LOW	117-22
0.618	116-19
1.000	115-30
1.618	114-27
2.618	113-03
4.250	110-08

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	119-01	118-30
PP	118-26	118-20
S1	118-18	118-09

Download as Excel Spreadsheet

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

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