ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 121-25 121-27 0-02 0.1% 120-12
High 122-00 121-29 -0-03 -0.1% 123-22
Low 120-23 120-25 0-02 0.1% 119-24
Close 121-24 121-15 -0-09 -0.2% 121-24
Range 1-09 1-04 -0-05 -12.2% 3-30
ATR 1-11 1-10 0-00 -1.1% 0-00
Volume 276,992 269,891 -7,101 -2.6% 1,936,035
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-24 124-08 122-03
R3 123-20 123-04 121-25
R2 122-16 122-16 121-22
R1 122-00 122-00 121-18 121-22
PP 121-12 121-12 121-12 121-08
S1 120-28 120-28 121-12 120-18
S2 120-08 120-08 121-08
S3 119-04 119-24 121-05
S4 118-00 118-20 120-27
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
5 123-22 120-16 3-06 2.6% 1-24 1.4% 30% False False 377,639
10 123-22 118-11 5-11 4.4% 1-15 1.2% 58% False False 356,793
20 123-22 117-22 6-00 4.9% 1-10 1.1% 63% False False 321,074
40 123-22 115-07 8-15 7.0% 1-06 1.0% 74% False False 162,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-22
2.618 124-27
1.618 123-23
1.000 123-01
0.618 122-19
HIGH 121-29
0.618 121-15
0.500 121-11
0.382 121-07
LOW 120-25
0.618 120-03
1.000 119-21
1.618 118-31
2.618 117-27
4.250 116-00
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 121-14 121-31
PP 121-12 121-26
S1 121-11 121-20

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

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