ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 119-27 120-11 0-16 0.4% 117-24
High 120-11 120-18 0-07 0.2% 120-11
Low 119-16 120-02 0-18 0.5% 117-22
Close 120-05 120-11 0-06 0.2% 120-05
Range 0-27 0-16 -0-11 -40.7% 2-21
ATR 1-03 1-02 -0-01 -3.9% 0-00
Volume 379,206 261,803 -117,403 -31.0% 801,504
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-26 121-19 120-20
R3 121-10 121-03 120-15
R2 120-26 120-26 120-14
R1 120-19 120-19 120-12 120-19
PP 120-10 120-10 120-10 120-10
S1 120-03 120-03 120-10 120-03
S2 119-26 119-26 120-08
S3 119-10 119-19 120-07
S4 118-26 119-03 120-02
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
5 120-18 117-22 2-28 2.4% 1-01 0.9% 92% True False 212,661
10 120-18 116-18 4-00 3.3% 0-30 0.8% 95% True False 110,563
20 120-18 115-07 5-11 4.4% 1-00 0.8% 96% True False 56,861
40 120-18 115-07 5-11 4.4% 1-02 0.9% 96% True False 28,538
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 122-22
2.618 121-28
1.618 121-12
1.000 121-02
0.618 120-28
HIGH 120-18
0.618 120-12
0.500 120-10
0.382 120-08
LOW 120-02
0.618 119-24
1.000 119-18
1.618 119-08
2.618 118-24
4.250 117-30
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 120-11 120-06
PP 120-10 120-02
S1 120-10 119-29

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

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