ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	120-12	120-18	0-06	0.2%	119-04
High	120-26	122-14	1-20	1.3%	121-04
Low	119-24	120-16	0-24	0.6%	118-11
Close	120-24	121-10	0-18	0.5%	120-09
Range	1-02	1-30	0-28	82.4%	2-25
ATR	1-05	1-07	0-02	4.9%	0-00
Volume	317,731	456,151	138,420	43.6%	1,623,107

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-07	126-07	122-12
R3	125-09	124-09	121-27
R2	123-11	123-11	121-21
R1	122-11	122-11	121-16	122-27
PP	121-13	121-13	121-13	121-22
S1	120-13	120-13	121-04	120-29
S2	119-15	119-15	120-31
S3	117-17	118-15	120-25
S4	115-19	116-17	120-08

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	122-14	118-11	4-03	3.4%	1-14	1.2%	73%	True	False	374,697
10	122-14	118-05	4-09	3.5%	1-10	1.1%	74%	True	False	353,434
20	122-14	116-29	5-17	4.6%	1-04	0.9%	80%	True	False	251,456
40	122-14	115-07	7-07	6.0%	1-05	1.0%	84%	True	False	126,655

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	0-08
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	130-22
2.618	127-16
1.618	125-18
1.000	124-12
0.618	123-20
HIGH	122-14
0.618	121-22
0.500	121-15
0.382	121-08
LOW	120-16
0.618	119-10
1.000	118-18
1.618	117-12
2.618	115-14
4.250	112-08

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	121-15	121-08
PP	121-13	121-05
S1	121-12	121-03

Download as Excel Spreadsheet

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

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