ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	123-25	124-31	1-06	1.0%	123-30
High	123-25	124-31	1-06	1.0%	124-26
Low	123-25	124-14	0-21	0.5%	123-12
Close	124-01	124-29	0-28	0.7%	124-09
Range	0-00	0-17	0-17		1-14
ATR	0-20	0-21	0-01	3.4%	0-00
Volume	4	2	-2	-50.0%	83

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-12	126-05	125-06
R3	125-27	125-20	125-02
R2	125-10	125-10	125-00
R1	125-03	125-03	124-31	124-30
PP	124-25	124-25	124-25	124-22
S1	124-18	124-18	124-27	124-13
S2	124-08	124-08	124-26
S3	123-23	124-01	124-24
S4	123-06	123-16	124-20

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-15	127-26	125-02
R3	127-01	126-12	124-22
R2	125-19	125-19	124-17
R1	124-30	124-30	124-13	125-08
PP	124-05	124-05	124-05	124-10
S1	123-16	123-16	124-05	123-26
S2	122-23	122-23	124-01
S3	121-09	122-02	123-28
S4	119-27	120-20	123-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-31	122-13	2-18	2.1%	0-09	0.2%	98%	True	False	14
10	124-31	122-13	2-18	2.1%	0-08	0.2%	98%	True	False	13
20	124-31	121-15	3-16	2.8%	0-09	0.2%	98%	True	False	10
40	124-31	118-01	6-30	5.6%	0-05	0.1%	99%	True	False	22

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	0-00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-07
2.618	126-12
1.618	125-27
1.000	125-16
0.618	125-10
HIGH	124-31
0.618	124-25
0.500	124-22
0.382	124-20
LOW	124-14
0.618	124-03
1.000	123-29
1.618	123-18
2.618	123-01
4.250	122-06

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	124-27	124-16
PP	124-25	124-03
S1	124-22	123-22

Download as Excel Spreadsheet

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

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