ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	118-15	119-08	0-25	0.7%	120-11
High	119-21	120-27	1-06	1.0%	120-26
Low	118-11	119-04	0-25	0.7%	118-05
Close	119-11	120-10	0-31	0.8%	119-07
Range	1-10	1-23	0-13	31.0%	2-21
ATR	1-04	1-05	0-01	3.8%	0-00
Volume	324,376	437,777	113,401	35.0%	1,790,961

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-08	124-16	121-08
R3	123-17	122-25	120-25
R2	121-26	121-26	120-20
R1	121-02	121-02	120-15	121-14
PP	120-03	120-03	120-03	120-09
S1	119-11	119-11	120-05	119-23
S2	118-12	118-12	120-00
S3	116-21	117-20	119-27
S4	114-30	115-29	119-12

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-12	125-30	120-22
R3	124-23	123-09	119-30
R2	122-02	122-02	119-23
R1	120-20	120-20	119-15	120-00
PP	119-13	119-13	119-13	119-03
S1	117-31	117-31	118-31	117-12
S2	116-24	116-24	118-23
S3	114-03	115-10	118-16
S4	111-14	112-21	117-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-27	118-05	2-22	2.2%	1-08	1.0%	80%	True	False	334,866
10	120-27	118-05	2-22	2.2%	1-05	1.0%	80%	True	False	345,582
20	120-27	115-25	5-02	4.2%	1-03	0.9%	90%	True	False	196,661
40	120-27	115-07	5-20	4.7%	1-04	0.9%	91%	True	False	98,895

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	0-09
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	128-05
2.618	125-11
1.618	123-20
1.000	122-18
0.618	121-29
HIGH	120-27
0.618	120-06
0.500	120-00
0.382	119-25
LOW	119-04
0.618	118-02
1.000	117-13
1.618	116-11
2.618	114-20
4.250	111-26

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	120-06	120-02
PP	120-03	119-27
S1	120-00	119-19

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