ECBOT 30 Year Treasury Bond Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 120-15 119-29 -0-18 -0.5% 120-08
High 120-28 120-01 -0-27 -0.7% 120-31
Low 119-21 118-25 -0-28 -0.7% 119-11
Close 119-27 118-31 -0-28 -0.7% 120-12
Range 1-07 1-08 0-01 2.6% 1-20
ATR 1-05 1-05 0-00 0.6% 0-00
Volume 299,167 295,945 -3,222 -1.1% 1,299,292
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 123-00 122-08 119-21
R3 121-24 121-00 119-10
R2 120-16 120-16 119-06
R1 119-24 119-24 119-03 119-16
PP 119-08 119-08 119-08 119-04
S1 118-16 118-16 118-27 118-08
S2 118-00 118-00 118-24
S3 116-24 117-08 118-20
S4 115-16 116-00 118-09
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 125-03 124-12 121-09
R3 123-15 122-24 120-26
R2 121-27 121-27 120-22
R1 121-04 121-04 120-17 121-16
PP 120-07 120-07 120-07 120-13
S1 119-16 119-16 120-07 119-28
S2 118-19 118-19 120-02
S3 116-31 117-28 119-30
S4 115-11 116-08 119-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-31 118-25 2-06 1.8% 1-05 1.0% 9% False True 300,490
10 121-18 118-25 2-25 2.3% 1-02 0.9% 7% False True 262,640
20 123-22 118-25 4-29 4.1% 1-08 1.0% 4% False True 307,337
40 123-22 115-07 8-15 7.1% 1-05 1.0% 44% False False 241,173
60 123-22 115-07 8-15 7.1% 1-05 1.0% 44% False False 161,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-11
2.618 123-10
1.618 122-02
1.000 121-09
0.618 120-26
HIGH 120-01
0.618 119-18
0.500 119-13
0.382 119-08
LOW 118-25
0.618 118-00
1.000 117-17
1.618 116-24
2.618 115-16
4.250 113-15
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 119-13 119-26
PP 119-08 119-17
S1 119-04 119-08

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

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