ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-07 |
118-00 |
0-25 |
0.7% |
121-16 |
| High |
118-18 |
118-13 |
-0-05 |
-0.1% |
121-23 |
| Low |
116-26 |
117-10 |
0-16 |
0.4% |
117-23 |
| Close |
118-10 |
117-16 |
-0-26 |
-0.7% |
117-28 |
| Range |
1-24 |
1-03 |
-0-21 |
-37.5% |
4-00 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.7% |
0-00 |
| Volume |
415,001 |
396,213 |
-18,788 |
-4.5% |
1,652,836 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-01 |
120-11 |
118-03 |
|
| R3 |
119-30 |
119-08 |
117-26 |
|
| R2 |
118-27 |
118-27 |
117-22 |
|
| R1 |
118-05 |
118-05 |
117-19 |
117-30 |
| PP |
117-24 |
117-24 |
117-24 |
117-20 |
| S1 |
117-02 |
117-02 |
117-13 |
116-28 |
| S2 |
116-21 |
116-21 |
117-10 |
|
| S3 |
115-18 |
115-31 |
117-06 |
|
| S4 |
114-15 |
114-28 |
116-29 |
|
|
| 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 |
119-18 |
116-26 |
2-24 |
2.3% |
1-11 |
1.1% |
25% |
False |
False |
347,557 |
| 10 |
121-23 |
116-26 |
4-29 |
4.2% |
1-12 |
1.2% |
14% |
False |
False |
336,292 |
| 20 |
122-02 |
116-26 |
5-08 |
4.5% |
1-13 |
1.2% |
13% |
False |
False |
325,153 |
| 40 |
122-07 |
116-26 |
5-13 |
4.6% |
1-14 |
1.2% |
13% |
False |
False |
265,492 |
| 60 |
128-00 |
116-26 |
11-06 |
9.5% |
1-16 |
1.3% |
6% |
False |
False |
246,517 |
| 80 |
131-22 |
116-26 |
14-28 |
12.7% |
1-15 |
1.3% |
5% |
False |
False |
186,385 |
| 100 |
134-04 |
116-26 |
17-10 |
14.7% |
1-12 |
1.2% |
4% |
False |
False |
149,153 |
| 120 |
134-04 |
116-26 |
17-10 |
14.7% |
1-06 |
1.0% |
4% |
False |
False |
124,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-09 |
|
1.618 |
120-06 |
|
1.000 |
119-16 |
|
0.618 |
119-03 |
|
HIGH |
118-13 |
|
0.618 |
118-00 |
|
0.500 |
117-28 |
|
0.382 |
117-23 |
|
LOW |
117-10 |
|
0.618 |
116-20 |
|
1.000 |
116-07 |
|
1.618 |
115-17 |
|
2.618 |
114-14 |
|
4.250 |
112-21 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-22 |
| PP |
117-24 |
117-20 |
| S1 |
117-20 |
117-18 |
|