ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 117-14 117-22 0-08 0.2% 116-28
High 118-03 117-27 -0-08 -0.2% 118-03
Low 117-11 117-04 -0-07 -0.2% 116-18
Close 117-27 117-20 -0-07 -0.2% 117-20
Range 0-24 0-23 -0-01 -4.2% 1-17
ATR 1-04 1-03 -0-01 -2.6% 0-00
Volume 11,201 19,071 7,870 70.3% 42,326
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-22 119-12 118-01
R3 118-31 118-21 117-26
R2 118-08 118-08 117-24
R1 117-30 117-30 117-22 117-24
PP 117-17 117-17 117-17 117-14
S1 117-07 117-07 117-18 117-00
S2 116-26 116-26 117-16
S3 116-03 116-16 117-14
S4 115-12 115-25 117-07
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 122-01 121-11 118-15
R3 120-16 119-26 118-01
R2 118-31 118-31 117-29
R1 118-09 118-09 117-24 118-20
PP 117-14 117-14 117-14 117-19
S1 116-24 116-24 117-16 117-03
S2 115-29 115-29 117-11
S3 114-12 115-07 117-07
S4 112-27 113-22 116-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-03 116-18 1-17 1.3% 0-26 0.7% 69% False False 8,465
10 118-03 115-07 2-28 2.4% 0-31 0.8% 84% False False 6,528
20 120-05 115-07 4-30 4.2% 1-02 0.9% 49% False False 3,782
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-29
2.618 119-23
1.618 119-00
1.000 118-18
0.618 118-09
HIGH 117-27
0.618 117-18
0.500 117-16
0.382 117-13
LOW 117-04
0.618 116-22
1.000 116-13
1.618 115-31
2.618 115-08
4.250 114-02
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 117-18 117-19
PP 117-17 117-18
S1 117-16 117-18

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

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