ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 21-Jun-2011

Day Change Summary
	Previous	Current
	20-Jun-2011	21-Jun-2011	Change	Change %	Previous Week
Open	125-01	124-14	-0-19	-0.5%	124-07
High	125-07	124-14	-0-25	-0.6%	124-31
Low	124-04	124-14	0-10	0.3%	122-13
Close	124-12	123-31	-0-13	-0.3%	124-14
Range	1-03	0-00	-1-03	-100.0%	2-18
ATR	0-22	0-21	-0-01	-6.5%	0-00
Volume	7	13	6	85.7%	13

Daily Pivots for day following 21-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-09	124-04	123-31
R3	124-09	124-04	123-31
R2	124-09	124-09	123-31
R1	124-04	124-04	123-31	124-06
PP	124-09	124-09	124-09	124-10
S1	124-04	124-04	123-31	124-06
S2	124-09	124-09	123-31
S3	124-09	124-04	123-31
S4	124-09	124-04	123-31

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-20	130-19	125-27
R3	129-02	128-01	125-05
R2	126-16	126-16	124-29
R1	125-15	125-15	124-22	126-00
PP	123-30	123-30	123-30	124-06
S1	122-29	122-29	124-06	123-14
S2	121-12	121-12	123-31
S3	118-26	120-11	123-23
S4	116-08	117-25	123-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-07	123-25	1-14	1.2%	0-12	0.3%	13%	False	False	6
10	125-07	122-13	2-26	2.3%	0-08	0.2%	56%	False	False	9
20	125-07	122-10	2-29	2.3%	0-11	0.3%	57%	False	False	11
40	125-07	118-14	6-25	5.5%	0-06	0.2%	82%	False	False	22

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-01
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-14
2.618	124-14
1.618	124-14
1.000	124-14
0.618	124-14
HIGH	124-14
0.618	124-14
0.500	124-14
0.382	124-14
LOW	124-14
0.618	124-14
1.000	124-14
1.618	124-14
2.618	124-14
4.250	124-14

Fisher Pivots for day following 21-Jun-2011
Pivot	1 day	3 day
R1	124-14	124-22
PP	124-09	124-14
S1	124-04	124-06

Download as Excel Spreadsheet

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

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