ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	124-05	122-21	-1-16	-1.2%	125-01
High	124-12	122-22	-1-22	-1.4%	125-16
Low	122-22	121-29	-0-25	-0.6%	124-01
Close	122-23	122-03	-0-20	-0.5%	125-04
Range	1-22	0-25	-0-29	-53.7%	1-15
ATR	0-24	0-25	0-00	0.5%	0-00
Volume	25	99	74	296.0%	34

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-18	124-04	122-17
R3	123-25	123-11	122-10
R2	123-00	123-00	122-08
R1	122-18	122-18	122-05	122-12
PP	122-07	122-07	122-07	122-05
S1	121-25	121-25	122-01	121-20
S2	121-14	121-14	121-30
S3	120-21	121-00	121-28
S4	119-28	120-07	121-21

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	121-29	3-19	2.9%	0-27	0.7%	5%	False	True	29
10	125-16	121-29	3-19	2.9%	0-21	0.5%	5%	False	True	17
20	125-16	121-29	3-19	2.9%	0-14	0.4%	5%	False	True	17
40	125-16	120-21	4-27	4.0%	0-10	0.3%	30%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-00
2.618	124-23
1.618	123-30
1.000	123-15
0.618	123-05
HIGH	122-22
0.618	122-12
0.500	122-10
0.382	122-07
LOW	121-29
0.618	121-14
1.000	121-04
1.618	120-21
2.618	119-28
4.250	118-19

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	122-10	123-17
PP	122-07	123-02
S1	122-05	122-18

Download as Excel Spreadsheet

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

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