ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	120-24	120-12	-0-12	-0.3%	119-04
High	121-04	120-26	-0-10	-0.3%	121-04
Low	120-01	119-24	-0-09	-0.2%	118-11
Close	120-09	120-24	0-15	0.4%	120-09
Range	1-03	1-02	-0-01	-2.9%	2-25
ATR	1-05	1-05	0-00	-0.6%	0-00
Volume	337,454	317,731	-19,723	-5.8%	1,623,107

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-20	123-08	121-11
R3	122-18	122-06	121-01
R2	121-16	121-16	120-30
R1	121-04	121-04	120-27	121-10
PP	120-14	120-14	120-14	120-17
S1	120-02	120-02	120-21	120-08
S2	119-12	119-12	120-18
S3	118-10	119-00	120-15
S4	117-08	117-30	120-05

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-08	127-02	121-26
R3	125-15	124-09	121-01
R2	122-22	122-22	120-25
R1	121-16	121-16	120-17	122-03
PP	119-29	119-29	119-29	120-07
S1	118-23	118-23	120-01	119-10
S2	117-04	117-04	119-25
S3	114-11	115-30	119-17
S4	111-18	113-05	118-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-04	118-11	2-25	2.3%	1-06	1.0%	87%	False	False	335,947
10	121-04	118-05	2-31	2.5%	1-08	1.0%	87%	False	False	346,999
20	121-04	116-18	4-18	3.8%	1-03	0.9%	92%	False	False	228,781
40	121-04	115-07	5-29	4.9%	1-04	0.9%	94%	False	False	115,272

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	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-10
2.618	123-19
1.618	122-17
1.000	121-28
0.618	121-15
HIGH	120-26
0.618	120-13
0.500	120-09
0.382	120-05
LOW	119-24
0.618	119-03
1.000	118-22
1.618	118-01
2.618	116-31
4.250	115-08

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	120-19	120-17
PP	120-14	120-11
S1	120-09	120-04

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