ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 123-30 123-13 -0-17 -0.4% 123-06
High 123-30 123-13 -0-17 -0.4% 124-28
Low 123-17 123-12 -0-05 -0.1% 123-00
Close 123-18 123-14 -0-04 -0.1% 123-25
Range 0-13 0-01 -0-12 -92.3% 1-28
ATR 0-19 0-18 -0-01 -4.8% 0-00
Volume 16 3 -13 -81.3% 91
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-16 123-16 123-15
R3 123-15 123-15 123-14
R2 123-14 123-14 123-14
R1 123-14 123-14 123-14 123-14
PP 123-13 123-13 123-13 123-13
S1 123-13 123-13 123-14 123-13
S2 123-12 123-12 123-14
S3 123-11 123-12 123-14
S4 123-10 123-11 123-13
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
5 124-28 123-12 1-16 1.2% 0-16 0.4% 4% False True 21
10 124-28 122-10 2-18 2.1% 0-13 0.3% 44% False False 13
20 124-28 121-01 3-27 3.1% 0-07 0.2% 63% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-17
2.618 123-16
1.618 123-15
1.000 123-14
0.618 123-14
HIGH 123-13
0.618 123-13
0.500 123-12
0.382 123-12
LOW 123-12
0.618 123-11
1.000 123-11
1.618 123-10
2.618 123-09
4.250 123-08
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 123-14 123-24
PP 123-13 123-20
S1 123-12 123-17

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

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