ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
121-16 |
120-24 |
-0-24 |
-0.6% |
120-06 |
| High |
121-23 |
120-25 |
-0-30 |
-0.8% |
121-26 |
| Low |
120-09 |
119-17 |
-0-24 |
-0.6% |
119-19 |
| Close |
120-20 |
119-30 |
-0-22 |
-0.6% |
121-14 |
| Range |
1-14 |
1-08 |
-0-06 |
-13.0% |
2-07 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.2% |
0-00 |
| Volume |
310,324 |
277,979 |
-32,345 |
-10.4% |
1,620,318 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-04 |
120-20 |
|
| R3 |
122-19 |
121-28 |
120-09 |
|
| R2 |
121-11 |
121-11 |
120-05 |
|
| R1 |
120-20 |
120-20 |
120-02 |
120-12 |
| PP |
120-03 |
120-03 |
120-03 |
119-30 |
| S1 |
119-12 |
119-12 |
119-26 |
119-04 |
| S2 |
118-27 |
118-27 |
119-23 |
|
| S3 |
117-19 |
118-04 |
119-19 |
|
| S4 |
116-11 |
116-28 |
119-08 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-24 |
122-21 |
|
| R3 |
125-12 |
124-17 |
122-02 |
|
| R2 |
123-05 |
123-05 |
121-27 |
|
| R1 |
122-10 |
122-10 |
121-21 |
122-24 |
| PP |
120-30 |
120-30 |
120-30 |
121-05 |
| S1 |
120-03 |
120-03 |
121-07 |
120-16 |
| S2 |
118-23 |
118-23 |
121-01 |
|
| S3 |
116-16 |
117-28 |
120-26 |
|
| S4 |
114-09 |
115-21 |
120-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-23 |
119-17 |
2-06 |
1.8% |
1-16 |
1.2% |
19% |
False |
True |
324,948 |
| 10 |
121-26 |
119-09 |
2-17 |
2.1% |
1-13 |
1.2% |
26% |
False |
False |
315,000 |
| 20 |
122-05 |
119-08 |
2-29 |
2.4% |
1-14 |
1.2% |
24% |
False |
False |
300,326 |
| 40 |
125-14 |
118-21 |
6-25 |
5.7% |
1-17 |
1.3% |
19% |
False |
False |
258,282 |
| 60 |
130-01 |
118-21 |
11-12 |
9.5% |
1-18 |
1.3% |
11% |
False |
False |
207,901 |
| 80 |
133-25 |
118-21 |
15-04 |
12.6% |
1-15 |
1.2% |
8% |
False |
False |
156,591 |
| 100 |
134-04 |
118-21 |
15-15 |
12.9% |
1-10 |
1.1% |
8% |
False |
False |
125,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-03 |
|
2.618 |
124-02 |
|
1.618 |
122-26 |
|
1.000 |
122-01 |
|
0.618 |
121-18 |
|
HIGH |
120-25 |
|
0.618 |
120-10 |
|
0.500 |
120-05 |
|
0.382 |
120-00 |
|
LOW |
119-17 |
|
0.618 |
118-24 |
|
1.000 |
118-09 |
|
1.618 |
117-16 |
|
2.618 |
116-08 |
|
4.250 |
114-07 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-05 |
120-20 |
| PP |
120-03 |
120-13 |
| S1 |
120-00 |
120-05 |
|