ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 118-22 118-09 -0-13 -0.3% 120-13
High 118-24 118-20 -0-04 -0.1% 120-28
Low 117-28 117-28 0-00 0.0% 117-28
Close 118-17 118-16 -0-01 0.0% 118-17
Range 0-28 0-24 -0-04 -14.3% 3-00
ATR 1-04 1-03 -0-01 -2.3% 0-00
Volume 218,875 226,751 7,876 3.6% 1,386,374
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 120-19 120-09 118-29
R3 119-27 119-17 118-23
R2 119-03 119-03 118-20
R1 118-25 118-25 118-18 118-30
PP 118-11 118-11 118-11 118-13
S1 118-01 118-01 118-14 118-06
S2 117-19 117-19 118-12
S3 116-27 117-09 118-09
S4 116-03 116-17 118-03
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 128-03 126-10 120-06
R3 125-03 123-10 119-11
R2 122-03 122-03 119-03
R1 120-10 120-10 118-26 119-22
PP 119-03 119-03 119-03 118-25
S1 117-10 117-10 118-08 116-22
S2 116-03 116-03 117-31
S3 113-03 114-10 117-23
S4 110-03 111-10 116-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-28 117-28 3-00 2.5% 0-31 0.8% 21% False True 277,611
10 120-31 117-28 3-03 2.6% 1-00 0.8% 20% False True 271,507
20 123-22 117-28 5-26 4.9% 1-06 1.0% 11% False True 292,336
40 123-22 116-18 7-04 6.0% 1-04 1.0% 27% False False 260,558
60 123-22 115-07 8-15 7.1% 1-05 1.0% 39% False False 174,293
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-26
2.618 120-19
1.618 119-27
1.000 119-12
0.618 119-03
HIGH 118-20
0.618 118-11
0.500 118-08
0.382 118-05
LOW 117-28
0.618 117-13
1.000 117-04
1.618 116-21
2.618 115-29
4.250 114-22
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 118-13 118-16
PP 118-11 118-16
S1 118-08 118-16

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

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