ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
117-23 |
-0-09 |
-0.2% |
117-30 |
| High |
118-13 |
118-28 |
0-15 |
0.4% |
118-28 |
| Low |
117-10 |
117-21 |
0-11 |
0.3% |
116-26 |
| Close |
117-16 |
118-13 |
0-29 |
0.8% |
118-13 |
| Range |
1-03 |
1-07 |
0-04 |
11.4% |
2-02 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.2% |
0-00 |
| Volume |
396,213 |
346,541 |
-49,672 |
-12.5% |
1,669,041 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
121-13 |
119-02 |
|
| R3 |
120-24 |
120-06 |
118-24 |
|
| R2 |
119-17 |
119-17 |
118-20 |
|
| R1 |
118-31 |
118-31 |
118-17 |
119-08 |
| PP |
118-10 |
118-10 |
118-10 |
118-14 |
| S1 |
117-24 |
117-24 |
118-09 |
118-01 |
| S2 |
117-03 |
117-03 |
118-06 |
|
| S3 |
115-28 |
116-17 |
118-02 |
|
| S4 |
114-21 |
115-10 |
117-24 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
123-12 |
119-17 |
|
| R3 |
122-05 |
121-10 |
118-31 |
|
| R2 |
120-03 |
120-03 |
118-25 |
|
| R1 |
119-08 |
119-08 |
118-19 |
119-22 |
| PP |
118-01 |
118-01 |
118-01 |
118-08 |
| S1 |
117-06 |
117-06 |
118-07 |
117-20 |
| S2 |
115-31 |
115-31 |
118-01 |
|
| S3 |
113-29 |
115-04 |
117-27 |
|
| S4 |
111-27 |
113-02 |
117-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-28 |
116-26 |
2-02 |
1.7% |
1-07 |
1.0% |
77% |
True |
False |
333,808 |
| 10 |
121-23 |
116-26 |
4-29 |
4.1% |
1-10 |
1.1% |
32% |
False |
False |
332,187 |
| 20 |
122-02 |
116-26 |
5-08 |
4.4% |
1-12 |
1.2% |
30% |
False |
False |
321,473 |
| 40 |
122-07 |
116-26 |
5-13 |
4.6% |
1-13 |
1.2% |
29% |
False |
False |
266,463 |
| 60 |
128-00 |
116-26 |
11-06 |
9.4% |
1-16 |
1.3% |
14% |
False |
False |
251,898 |
| 80 |
131-22 |
116-26 |
14-28 |
12.6% |
1-15 |
1.2% |
11% |
False |
False |
190,709 |
| 100 |
134-04 |
116-26 |
17-10 |
14.6% |
1-12 |
1.2% |
9% |
False |
False |
152,618 |
| 120 |
134-04 |
116-26 |
17-10 |
14.6% |
1-06 |
1.0% |
9% |
False |
False |
127,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-02 |
|
2.618 |
122-02 |
|
1.618 |
120-27 |
|
1.000 |
120-03 |
|
0.618 |
119-20 |
|
HIGH |
118-28 |
|
0.618 |
118-13 |
|
0.500 |
118-08 |
|
0.382 |
118-04 |
|
LOW |
117-21 |
|
0.618 |
116-29 |
|
1.000 |
116-14 |
|
1.618 |
115-22 |
|
2.618 |
114-15 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
118-07 |
| PP |
118-10 |
118-01 |
| S1 |
118-08 |
117-27 |
|