ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	122-21	122-08	-0-13	-0.3%	125-01
High	122-22	122-09	-0-13	-0.3%	125-16
Low	121-29	120-28	-1-01	-0.8%	124-01
Close	122-03	121-18	-0-17	-0.4%	125-04
Range	0-25	1-13	0-20	80.0%	1-15
ATR	0-25	0-26	0-01	5.9%	0-00
Volume	99	25	-74	-74.7%	34

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-25	125-03	122-11
R3	124-12	123-22	121-30
R2	122-31	122-31	121-26
R1	122-09	122-09	121-22	121-30
PP	121-18	121-18	121-18	121-13
S1	120-28	120-28	121-14	120-16
S2	120-05	120-05	121-10
S3	118-24	119-15	121-06
S4	117-11	118-02	120-25

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	120-28	4-20	3.8%	1-03	0.9%	15%	False	True	33
10	125-16	120-28	4-20	3.8%	0-24	0.6%	15%	False	True	19
20	125-16	120-28	4-20	3.8%	0-16	0.4%	15%	False	True	16
40	125-16	120-28	4-20	3.8%	0-11	0.3%	15%	False	True	25

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	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-08
2.618	125-31
1.618	124-18
1.000	123-22
0.618	123-05
HIGH	122-09
0.618	121-24
0.500	121-18
0.382	121-13
LOW	120-28
0.618	120-00
1.000	119-15
1.618	118-19
2.618	117-06
4.250	114-29

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	121-18	122-20
PP	121-18	122-09
S1	121-18	121-29

Download as Excel Spreadsheet

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

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