ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	117-24	119-06	1-14	1.2%	116-28
High	119-14	119-30	0-16	0.4%	118-03
Low	117-22	118-30	1-08	1.1%	116-18
Close	119-09	119-08	-0-01	0.0%	117-20
Range	1-24	1-00	-0-24	-42.9%	1-17
ATR	1-05	1-04	0-00	-0.9%	0-00
Volume	26,676	152,607	125,931	472.1%	42,326

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-12	121-26	119-26
R3	121-12	120-26	119-17
R2	120-12	120-12	119-14
R1	119-26	119-26	119-11	120-03
PP	119-12	119-12	119-12	119-16
S1	118-26	118-26	119-05	119-03
S2	118-12	118-12	119-02
S3	117-12	117-26	118-31
S4	116-12	116-26	118-22

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	119-30	117-00	2-30	2.5%	1-02	0.9%	77%	True	False	42,734
10	119-30	115-07	4-23	4.0%	1-02	0.9%	85%	True	False	23,913
20	120-01	115-07	4-26	4.0%	1-03	0.9%	84%	False	False	12,729

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-06
2.618	122-18
1.618	121-18
1.000	120-30
0.618	120-18
HIGH	119-30
0.618	119-18
0.500	119-14
0.382	119-10
LOW	118-30
0.618	118-10
1.000	117-30
1.618	117-10
2.618	116-10
4.250	114-22

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	119-14	119-00
PP	119-12	118-25
S1	119-10	118-17

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols