ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
118-05 |
0-07 |
0.2% |
121-16 |
| High |
118-06 |
118-10 |
0-04 |
0.1% |
121-23 |
| Low |
117-14 |
117-03 |
-0-11 |
-0.3% |
117-23 |
| Close |
118-03 |
117-10 |
-0-25 |
-0.7% |
117-28 |
| Range |
0-24 |
1-07 |
0-15 |
62.5% |
4-00 |
| ATR |
1-14 |
1-13 |
0-00 |
-1.0% |
0-00 |
| Volume |
236,373 |
274,913 |
38,540 |
16.3% |
1,652,836 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-07 |
120-16 |
117-31 |
|
| R3 |
120-00 |
119-09 |
117-21 |
|
| R2 |
118-25 |
118-25 |
117-17 |
|
| R1 |
118-02 |
118-02 |
117-14 |
117-26 |
| PP |
117-18 |
117-18 |
117-18 |
117-14 |
| S1 |
116-27 |
116-27 |
117-06 |
116-19 |
| S2 |
116-11 |
116-11 |
117-03 |
|
| S3 |
115-04 |
115-20 |
116-31 |
|
| S4 |
113-29 |
114-13 |
116-21 |
|
|
| 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 |
120-22 |
117-03 |
3-19 |
3.1% |
1-08 |
1.1% |
6% |
False |
True |
315,163 |
| 10 |
121-23 |
117-03 |
4-20 |
3.9% |
1-12 |
1.2% |
5% |
False |
True |
320,055 |
| 20 |
122-02 |
117-03 |
4-31 |
4.2% |
1-12 |
1.2% |
4% |
False |
True |
312,034 |
| 40 |
122-09 |
117-03 |
5-06 |
4.4% |
1-15 |
1.3% |
4% |
False |
True |
259,023 |
| 60 |
128-06 |
117-03 |
11-03 |
9.5% |
1-17 |
1.3% |
2% |
False |
True |
233,189 |
| 80 |
131-22 |
117-03 |
14-19 |
12.4% |
1-15 |
1.3% |
1% |
False |
True |
176,280 |
| 100 |
134-04 |
117-03 |
17-01 |
14.5% |
1-12 |
1.2% |
1% |
False |
True |
141,043 |
| 120 |
134-04 |
117-03 |
17-01 |
14.5% |
1-05 |
1.0% |
1% |
False |
True |
117,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
121-16 |
|
1.618 |
120-09 |
|
1.000 |
119-17 |
|
0.618 |
119-02 |
|
HIGH |
118-10 |
|
0.618 |
117-27 |
|
0.500 |
117-22 |
|
0.382 |
117-18 |
|
LOW |
117-03 |
|
0.618 |
116-11 |
|
1.000 |
115-28 |
|
1.618 |
115-04 |
|
2.618 |
113-29 |
|
4.250 |
111-29 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-22 |
118-10 |
| PP |
117-18 |
118-00 |
| S1 |
117-14 |
117-21 |
|