ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	120-03	120-17	0-14	0.4%	117-24
High	120-21	120-26	0-05	0.1%	120-11
Low	119-14	119-09	-0-05	-0.1%	117-22
Close	120-13	119-15	-0-30	-0.8%	120-05
Range	1-07	1-17	0-10	25.6%	2-21
ATR	1-02	1-03	0-01	3.0%	0-00
Volume	391,802	373,856	-17,946	-4.6%	801,504

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-14	123-16	120-10
R3	122-29	121-31	119-28
R2	121-12	121-12	119-24
R1	120-14	120-14	119-19	120-04
PP	119-27	119-27	119-27	119-23
S1	118-29	118-29	119-11	118-20
S2	118-10	118-10	119-06
S3	116-25	117-12	119-02
S4	115-08	115-27	118-20

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	120-26	119-08	1-18	1.3%	1-01	0.9%	14%	True	False	329,936
10	120-26	117-00	3-26	3.2%	1-01	0.9%	65%	True	False	186,335
20	120-26	115-07	5-19	4.7%	1-02	0.9%	76%	True	False	95,073
40	120-26	115-07	5-19	4.7%	1-03	0.9%	76%	True	False	47,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-10
2.618	124-26
1.618	123-09
1.000	122-11
0.618	121-24
HIGH	120-26
0.618	120-07
0.500	120-02
0.382	119-28
LOW	119-09
0.618	118-11
1.000	117-24
1.618	116-26
2.618	115-09
4.250	112-25

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	120-02	120-02
PP	119-27	119-27
S1	119-21	119-21

Download as Excel Spreadsheet

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

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