ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	123-06	124-00	0-26	0.7%	122-29
High	123-14	124-28	1-14	1.2%	123-23
Low	123-00	124-00	1-00	0.8%	122-10
Close	123-12	124-16	1-04	0.9%	123-04
Range	0-14	0-28	0-14	100.0%	1-13
ATR	0-16	0-19	0-02	13.7%	0-00
Volume	5	7	2	40.0%	21

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-03	126-21	124-31
R3	126-07	125-25	124-24
R2	125-11	125-11	124-21
R1	124-29	124-29	124-19	125-04
PP	124-15	124-15	124-15	124-18
S1	124-01	124-01	124-13	124-08
S2	123-19	123-19	124-11
S3	122-23	123-05	124-08
S4	121-27	122-09	124-01

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-09	126-19	123-29
R3	125-28	125-06	123-16
R2	124-15	124-15	123-12
R1	123-25	123-25	123-08	124-04
PP	123-02	123-02	123-02	123-07
S1	122-12	122-12	123-00	122-23
S2	121-21	121-21	122-28
S3	120-08	120-31	122-24
S4	118-27	119-18	122-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-28	122-10	2-18	2.1%	0-14	0.4%	85%	True	False	6
10	124-28	121-15	3-13	2.7%	0-08	0.2%	89%	True	False	4
20	124-28	120-21	4-07	3.4%	0-06	0.1%	91%	True	False	32

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	0-01
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	128-19
2.618	127-05
1.618	126-09
1.000	125-24
0.618	125-13
HIGH	124-28
0.618	124-17
0.500	124-14
0.382	124-11
LOW	124-00
0.618	123-15
1.000	123-04
1.618	122-19
2.618	121-23
4.250	120-09

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	124-15	124-10
PP	124-15	124-04
S1	124-14	123-30

Download as Excel Spreadsheet

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

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