ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 121-13 121-17 0-04 0.1% 120-12
High 121-21 122-08 0-19 0.5% 123-22
Low 120-30 121-06 0-08 0.2% 119-24
Close 121-15 121-09 -0-06 -0.2% 121-24
Range 0-23 1-02 0-11 47.8% 3-30
ATR 1-09 1-09 -0-01 -1.2% 0-00
Volume 245,923 293,254 47,331 19.2% 1,936,035
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 124-24 124-03 121-28
R3 123-22 123-01 121-18
R2 122-20 122-20 121-15
R1 121-31 121-31 121-12 121-24
PP 121-18 121-18 121-18 121-15
S1 120-29 120-29 121-06 120-22
S2 120-16 120-16 121-03
S3 119-14 119-27 121-00
S4 118-12 118-25 120-22
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
5 123-07 120-23 2-16 2.1% 1-06 1.0% 23% False False 289,191
10 123-22 119-04 4-18 3.8% 1-14 1.2% 47% False False 352,033
20 123-22 118-05 5-17 4.6% 1-09 1.0% 56% False False 339,069
40 123-22 115-07 8-15 7.0% 1-06 1.0% 72% False False 175,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-24
2.618 125-01
1.618 123-31
1.000 123-10
0.618 122-29
HIGH 122-08
0.618 121-27
0.500 121-23
0.382 121-19
LOW 121-06
0.618 120-17
1.000 120-04
1.618 119-15
2.618 118-13
4.250 116-22
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 121-23 121-16
PP 121-18 121-14
S1 121-14 121-12

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

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