ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	124-09	124-00	-0-09	-0.2%	123-06
High	124-09	124-03	-0-06	-0.2%	124-28
Low	123-27	123-13	-0-14	-0.4%	123-00
Close	123-13	123-25	0-12	0.3%	123-25
Range	0-14	0-22	0-08	57.1%	1-28
ATR	0-19	0-19	0-00	1.2%	0-00
Volume	34	45	11	32.4%	91

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-26	125-16	124-05
R3	125-04	124-26	123-31
R2	124-14	124-14	123-29
R1	124-04	124-04	123-27	123-30
PP	123-24	123-24	123-24	123-22
S1	123-14	123-14	123-23	123-08
S2	123-02	123-02	123-21
S3	122-12	122-24	123-19
S4	121-22	122-02	123-13

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-16	128-17	124-26
R3	127-20	126-21	124-10
R2	125-24	125-24	124-04
R1	124-25	124-25	123-30	125-08
PP	123-28	123-28	123-28	124-04
S1	122-29	122-29	123-20	123-12
S2	122-00	122-00	123-14
S3	120-04	121-01	123-08
S4	118-08	119-05	122-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-28	123-00	1-28	1.5%	0-17	0.4%	42%	False	False	20
10	124-28	122-03	2-25	2.2%	0-12	0.3%	61%	False	False	11
20	124-28	121-01	3-27	3.1%	0-06	0.2%	72%	False	False	36

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	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-00
2.618	125-29
1.618	125-07
1.000	124-25
0.618	124-17
HIGH	124-03
0.618	123-27
0.500	123-24
0.382	123-21
LOW	123-13
0.618	122-31
1.000	122-23
1.618	122-09
2.618	121-19
4.250	120-16

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	123-25	124-04
PP	123-24	124-01
S1	123-24	123-29

Download as Excel Spreadsheet

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

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