ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
117-30 |
-1-03 |
-0.9% |
121-16 |
| High |
119-18 |
118-06 |
-1-12 |
-1.2% |
121-23 |
| Low |
117-23 |
117-14 |
-0-09 |
-0.2% |
117-23 |
| Close |
117-28 |
118-03 |
0-07 |
0.2% |
117-28 |
| Range |
1-27 |
0-24 |
-1-03 |
-59.3% |
4-00 |
| ATR |
1-15 |
1-14 |
-0-02 |
-3.5% |
0-00 |
| Volume |
415,287 |
236,373 |
-178,914 |
-43.1% |
1,652,836 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-05 |
119-28 |
118-16 |
|
| R3 |
119-13 |
119-04 |
118-10 |
|
| R2 |
118-21 |
118-21 |
118-07 |
|
| R1 |
118-12 |
118-12 |
118-05 |
118-16 |
| PP |
117-29 |
117-29 |
117-29 |
117-31 |
| S1 |
117-20 |
117-20 |
118-01 |
117-24 |
| S2 |
117-05 |
117-05 |
117-31 |
|
| S3 |
116-13 |
116-28 |
117-28 |
|
| S4 |
115-21 |
116-04 |
117-22 |
|
|
| 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 |
120-25 |
117-14 |
3-11 |
2.8% |
1-08 |
1.1% |
20% |
False |
True |
315,777 |
| 10 |
121-26 |
117-14 |
4-12 |
3.7% |
1-14 |
1.2% |
15% |
False |
True |
330,222 |
| 20 |
122-02 |
117-14 |
4-20 |
3.9% |
1-12 |
1.2% |
14% |
False |
True |
308,733 |
| 40 |
122-19 |
117-14 |
5-05 |
4.4% |
1-15 |
1.2% |
13% |
False |
True |
257,621 |
| 60 |
128-06 |
117-14 |
10-24 |
9.1% |
1-17 |
1.3% |
6% |
False |
True |
228,947 |
| 80 |
132-18 |
117-14 |
15-04 |
12.8% |
1-15 |
1.3% |
4% |
False |
True |
172,845 |
| 100 |
134-04 |
117-14 |
16-22 |
14.1% |
1-11 |
1.1% |
4% |
False |
True |
138,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-12 |
|
2.618 |
120-05 |
|
1.618 |
119-13 |
|
1.000 |
118-30 |
|
0.618 |
118-21 |
|
HIGH |
118-06 |
|
0.618 |
117-29 |
|
0.500 |
117-26 |
|
0.382 |
117-23 |
|
LOW |
117-14 |
|
0.618 |
116-31 |
|
1.000 |
116-22 |
|
1.618 |
116-07 |
|
2.618 |
115-15 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-00 |
118-22 |
| PP |
117-29 |
118-15 |
| S1 |
117-26 |
118-09 |
|