ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 117-06 117-14 0-08 0.2% 116-15
High 118-01 118-03 0-02 0.1% 117-06
Low 117-00 117-11 0-11 0.3% 115-07
Close 117-11 117-27 0-16 0.4% 116-25
Range 1-01 0-24 -0-09 -27.3% 1-31
ATR 1-05 1-04 -0-01 -2.5% 0-00
Volume 4,117 11,201 7,084 172.1% 22,962
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-00 119-22 118-08
R3 119-08 118-30 118-02
R2 118-16 118-16 117-31
R1 118-06 118-06 117-29 118-11
PP 117-24 117-24 117-24 117-27
S1 117-14 117-14 117-25 117-19
S2 117-00 117-00 117-23
S3 116-08 116-22 117-20
S4 115-16 115-30 117-14
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
5 118-03 116-01 2-02 1.8% 0-29 0.8% 88% True False 5,011
10 118-03 115-07 2-28 2.4% 1-01 0.9% 91% True False 4,896
20 120-05 115-07 4-30 4.2% 1-02 0.9% 53% False False 2,840
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-09
2.618 120-02
1.618 119-10
1.000 118-27
0.618 118-18
HIGH 118-03
0.618 117-26
0.500 117-23
0.382 117-20
LOW 117-11
0.618 116-28
1.000 116-19
1.618 116-04
2.618 115-12
4.250 114-05
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 117-26 117-23
PP 117-24 117-20
S1 117-23 117-16

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

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