ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	125-05	124-05	-1-00	-0.8%	125-01
High	125-05	124-12	-0-25	-0.6%	125-16
Low	123-30	122-22	-1-08	-1.0%	124-01
Close	124-01	122-23	-1-10	-1.1%	125-04
Range	1-07	1-22	0-15	38.5%	1-15
ATR	0-22	0-24	0-02	10.2%	0-00
Volume	10	25	15	150.0%	34

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-10	127-07	123-21
R3	126-20	125-17	123-06
R2	124-30	124-30	123-01
R1	123-27	123-27	122-28	123-18
PP	123-08	123-08	123-08	123-04
S1	122-05	122-05	122-18	121-28
S2	121-18	121-18	122-13
S3	119-28	120-15	122-08
S4	118-06	118-25	121-25

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-09	128-22	125-30
R3	127-26	127-07	125-17
R2	126-11	126-11	125-13
R1	125-24	125-24	125-08	126-02
PP	124-28	124-28	124-28	125-01
S1	124-09	124-09	125-00	124-18
S2	123-13	123-13	124-27
S3	121-30	122-26	124-23
S4	120-15	121-11	124-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-16	122-22	2-26	2.3%	0-25	0.6%	1%	False	True	9
10	125-16	122-22	2-26	2.3%	0-18	0.5%	1%	False	True	7
20	125-16	122-13	3-03	2.5%	0-14	0.4%	10%	False	False	12
40	125-16	120-06	5-10	4.3%	0-09	0.2%	48%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	131-18
2.618	128-25
1.618	127-03
1.000	126-02
0.618	125-13
HIGH	124-12
0.618	123-23
0.500	123-17
0.382	123-11
LOW	122-22
0.618	121-21
1.000	121-00
1.618	119-31
2.618	118-09
4.250	115-16

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	123-17	124-03
PP	123-08	123-20
S1	123-00	123-06

Download as Excel Spreadsheet

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

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