ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 116-28 117-07 0-11 0.3% 116-15
High 117-17 117-18 0-01 0.0% 117-06
Low 116-18 116-29 0-11 0.3% 115-07
Close 117-10 117-12 0-02 0.1% 116-25
Range 0-31 0-21 -0-10 -32.3% 1-31
ATR 1-06 1-05 -0-01 -3.2% 0-00
Volume 2,647 5,290 2,643 99.8% 22,962
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-08 118-31 117-24
R3 118-19 118-10 117-18
R2 117-30 117-30 117-16
R1 117-21 117-21 117-14 117-26
PP 117-09 117-09 117-09 117-11
S1 117-00 117-00 117-10 117-04
S2 116-20 116-20 117-08
S3 115-31 116-11 117-06
S4 115-10 115-22 117-00
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
5 117-18 115-07 2-11 2.0% 1-02 0.9% 92% True False 5,093
10 119-01 115-07 3-26 3.2% 1-02 0.9% 57% False False 3,812
20 120-05 115-07 4-30 4.2% 1-04 1.0% 44% False False 2,096
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-11
2.618 119-09
1.618 118-20
1.000 118-07
0.618 117-31
HIGH 117-18
0.618 117-10
0.500 117-08
0.382 117-05
LOW 116-29
0.618 116-16
1.000 116-08
1.618 115-27
2.618 115-06
4.250 114-04
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 117-10 117-06
PP 117-09 117-00
S1 117-08 116-26

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

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