ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
119-01 |
-0-23 |
-0.6% |
121-16 |
| High |
119-29 |
119-18 |
-0-11 |
-0.3% |
121-23 |
| Low |
118-28 |
117-23 |
-1-05 |
-1.0% |
117-23 |
| Close |
119-03 |
117-28 |
-1-07 |
-1.0% |
117-28 |
| Range |
1-01 |
1-27 |
0-26 |
78.8% |
4-00 |
| ATR |
1-14 |
1-15 |
0-01 |
1.9% |
0-00 |
| Volume |
322,529 |
415,287 |
92,758 |
28.8% |
1,652,836 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
122-24 |
118-28 |
|
| R3 |
122-02 |
120-29 |
118-12 |
|
| R2 |
120-07 |
120-07 |
118-07 |
|
| R1 |
119-02 |
119-02 |
118-01 |
118-23 |
| PP |
118-12 |
118-12 |
118-12 |
118-07 |
| S1 |
117-07 |
117-07 |
117-23 |
116-28 |
| S2 |
116-17 |
116-17 |
117-17 |
|
| S3 |
114-22 |
115-12 |
117-12 |
|
| S4 |
112-27 |
113-17 |
116-28 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-03 |
128-16 |
120-02 |
|
| R3 |
127-03 |
124-16 |
118-31 |
|
| R2 |
123-03 |
123-03 |
118-19 |
|
| R1 |
120-16 |
120-16 |
118-08 |
119-26 |
| PP |
119-03 |
119-03 |
119-03 |
118-24 |
| S1 |
116-16 |
116-16 |
117-16 |
115-26 |
| S2 |
115-03 |
115-03 |
117-05 |
|
| S3 |
111-03 |
112-16 |
116-25 |
|
| S4 |
107-03 |
108-16 |
115-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-23 |
117-23 |
4-00 |
3.4% |
1-13 |
1.2% |
4% |
False |
True |
330,567 |
| 10 |
121-26 |
117-23 |
4-03 |
3.5% |
1-14 |
1.2% |
4% |
False |
True |
327,315 |
| 20 |
122-02 |
117-23 |
4-11 |
3.7% |
1-13 |
1.2% |
4% |
False |
True |
313,481 |
| 40 |
122-20 |
117-23 |
4-29 |
4.2% |
1-16 |
1.3% |
3% |
False |
True |
260,118 |
| 60 |
128-06 |
117-23 |
10-15 |
8.9% |
1-18 |
1.3% |
1% |
False |
True |
225,189 |
| 80 |
132-18 |
117-23 |
14-27 |
12.6% |
1-15 |
1.3% |
1% |
False |
True |
169,892 |
| 100 |
134-04 |
117-23 |
16-13 |
13.9% |
1-11 |
1.1% |
1% |
False |
True |
135,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-13 |
|
2.618 |
124-12 |
|
1.618 |
122-17 |
|
1.000 |
121-13 |
|
0.618 |
120-22 |
|
HIGH |
119-18 |
|
0.618 |
118-27 |
|
0.500 |
118-20 |
|
0.382 |
118-14 |
|
LOW |
117-23 |
|
0.618 |
116-19 |
|
1.000 |
115-28 |
|
1.618 |
114-24 |
|
2.618 |
112-29 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-20 |
119-06 |
| PP |
118-12 |
118-24 |
| S1 |
118-04 |
118-10 |
|