ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	124-00	123-30	-0-02	-0.1%	123-06
High	124-03	123-30	-0-05	-0.1%	124-28
Low	123-13	123-17	0-04	0.1%	123-00
Close	123-25	123-18	-0-07	-0.2%	123-25
Range	0-22	0-13	-0-09	-40.9%	1-28
ATR	0-19	0-19	0-00	-2.3%	0-00
Volume	45	16	-29	-64.4%	91

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-29	124-20	123-25
R3	124-16	124-07	123-22
R2	124-03	124-03	123-20
R1	123-26	123-26	123-19	123-24
PP	123-22	123-22	123-22	123-20
S1	123-13	123-13	123-17	123-11
S2	123-09	123-09	123-16
S3	122-28	123-00	123-14
S4	122-15	122-19	123-11

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%	0-18	0.5%	30%	False	False	21
10	124-28	122-10	2-18	2.1%	0-13	0.3%	49%	False	False	12
20	124-28	121-01	3-27	3.1%	0-07	0.2%	66%	False	False	33

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	0-02
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-21
2.618	125-00
1.618	124-19
1.000	124-11
0.618	124-06
HIGH	123-30
0.618	123-25
0.500	123-24
0.382	123-22
LOW	123-17
0.618	123-09
1.000	123-04
1.618	122-28
2.618	122-15
4.250	121-26

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	123-24	123-27
PP	123-22	123-24
S1	123-20	123-21

Download as Excel Spreadsheet

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

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