ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	119-10	119-27	0-17	0.4%	117-24
High	120-11	120-11	0-00	0.0%	120-11
Low	119-08	119-16	0-08	0.2%	117-22
Close	119-31	120-05	0-06	0.2%	120-05
Range	1-03	0-27	-0-08	-22.9%	2-21
ATR	1-04	1-03	-0-01	-1.8%	0-00
Volume	243,015	379,206	136,191	56.0%	801,504

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-17	122-06	120-20
R3	121-22	121-11	120-12
R2	120-27	120-27	120-10
R1	120-16	120-16	120-07	120-22
PP	120-00	120-00	120-00	120-03
S1	119-21	119-21	120-03	119-26
S2	119-05	119-05	120-00
S3	118-10	118-26	119-30
S4	117-15	117-31	119-22

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-12	126-13	121-20
R3	124-23	123-24	120-28
R2	122-02	122-02	120-21
R1	121-03	121-03	120-13	121-18
PP	119-13	119-13	119-13	119-20
S1	118-14	118-14	119-29	118-30
S2	116-24	116-24	119-21
S3	114-03	115-25	119-14
S4	111-14	113-04	118-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-11	117-04	3-07	2.7%	1-03	0.9%	94%	True	False	164,115
10	120-11	116-01	4-10	3.6%	1-00	0.8%	96%	True	False	84,563
20	120-11	115-07	5-04	4.3%	1-02	0.9%	96%	True	False	43,781
40	120-17	115-07	5-10	4.4%	1-02	0.9%	93%	False	False	21,994

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	123-30
2.618	122-18
1.618	121-23
1.000	121-06
0.618	120-28
HIGH	120-11
0.618	120-01
0.500	119-30
0.382	119-26
LOW	119-16
0.618	118-31
1.000	118-21
1.618	118-04
2.618	117-09
4.250	115-29

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	120-02	120-00
PP	120-00	119-26
S1	119-30	119-20

Download as Excel Spreadsheet

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

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