ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 116-01 116-28 0-27 0.7% 116-15
High 117-06 117-17 0-11 0.3% 117-06
Low 116-01 116-18 0-17 0.5% 115-07
Close 116-25 117-10 0-17 0.5% 116-25
Range 1-05 0-31 -0-06 -16.2% 1-31
ATR 1-07 1-06 -0-01 -1.4% 0-00
Volume 1,803 2,647 844 46.8% 22,962
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-01 119-21 117-27
R3 119-02 118-22 117-19
R2 118-03 118-03 117-16
R1 117-23 117-23 117-13 117-29
PP 117-04 117-04 117-04 117-08
S1 116-24 116-24 117-07 116-30
S2 116-05 116-05 117-04
S3 115-06 115-25 117-01
S4 114-07 114-26 116-25
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-10 121-16 117-28
R3 120-11 119-17 117-10
R2 118-12 118-12 117-05
R1 117-18 117-18 116-31 117-31
PP 116-13 116-13 116-13 116-19
S1 115-19 115-19 116-19 116-00
S2 114-14 114-14 116-13
S3 112-15 113-20 116-08
S4 110-16 111-21 115-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-17 115-07 2-10 2.0% 1-05 1.0% 91% True False 4,262
10 119-01 115-07 3-26 3.2% 1-02 0.9% 55% False False 3,332
20 120-05 115-07 4-30 4.2% 1-06 1.0% 42% False False 1,855
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-21
2.618 120-02
1.618 119-03
1.000 118-16
0.618 118-04
HIGH 117-17
0.618 117-05
0.500 117-02
0.382 116-30
LOW 116-18
0.618 115-31
1.000 115-19
1.618 115-00
2.618 114-01
4.250 112-14
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 117-07 117-03
PP 117-04 116-28
S1 117-02 116-21

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

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