ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	123-01	121-25	-1-08	-1.0%	120-12
High	123-07	122-00	-1-07	-1.0%	123-22
Low	121-14	120-23	-0-23	-0.6%	119-24
Close	121-30	121-24	-0-06	-0.2%	121-24
Range	1-25	1-09	-0-16	-28.1%	3-30
ATR	1-11	1-11	0-00	-0.3%	0-00
Volume	359,897	276,992	-82,905	-23.0%	1,936,035

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-11	124-26	122-15
R3	124-02	123-17	122-03
R2	122-25	122-25	122-00
R1	122-08	122-08	121-28	121-28
PP	121-16	121-16	121-16	121-10
S1	120-31	120-31	121-20	120-19
S2	120-07	120-07	121-16
S3	118-30	119-22	121-13
S4	117-21	118-13	121-01

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-17	131-19	123-29
R3	129-19	127-21	122-27
R2	125-21	125-21	122-15
R1	123-23	123-23	122-04	124-22
PP	121-23	121-23	121-23	122-07
S1	119-25	119-25	121-12	120-24
S2	117-25	117-25	121-01
S3	113-27	115-27	120-21
S4	109-29	111-29	119-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-22	119-24	3-30	3.2%	1-24	1.4%	51%	False	False	387,207
10	123-22	118-11	5-11	4.4%	1-15	1.2%	64%	False	False	355,914
20	123-22	117-04	6-18	5.4%	1-10	1.1%	70%	False	False	308,533
40	123-22	115-07	8-15	7.0%	1-06	1.0%	77%	False	False	155,686

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	0-09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-14
2.618	125-11
1.618	124-02
1.000	123-09
0.618	122-25
HIGH	122-00
0.618	121-16
0.500	121-12
0.382	121-07
LOW	120-23
0.618	119-30
1.000	119-14
1.618	118-21
2.618	117-12
4.250	115-09

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	121-20	122-06
PP	121-16	122-02
S1	121-12	121-29

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