ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-23 |
118-15 |
0-24 |
0.6% |
117-30 |
| High |
118-28 |
119-05 |
0-09 |
0.2% |
118-28 |
| Low |
117-21 |
118-05 |
0-16 |
0.4% |
116-26 |
| Close |
118-13 |
118-30 |
0-17 |
0.4% |
118-13 |
| Range |
1-07 |
1-00 |
-0-07 |
-17.9% |
2-02 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.1% |
0-00 |
| Volume |
346,541 |
263,682 |
-82,859 |
-23.9% |
1,669,041 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-24 |
121-11 |
119-16 |
|
| R3 |
120-24 |
120-11 |
119-07 |
|
| R2 |
119-24 |
119-24 |
119-04 |
|
| R1 |
119-11 |
119-11 |
119-01 |
119-18 |
| PP |
118-24 |
118-24 |
118-24 |
118-27 |
| S1 |
118-11 |
118-11 |
118-27 |
118-18 |
| S2 |
117-24 |
117-24 |
118-24 |
|
| S3 |
116-24 |
117-11 |
118-21 |
|
| S4 |
115-24 |
116-11 |
118-12 |
|
|
| 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 |
119-05 |
116-26 |
2-11 |
2.0% |
1-08 |
1.1% |
91% |
True |
False |
339,270 |
| 10 |
120-25 |
116-26 |
3-31 |
3.3% |
1-08 |
1.1% |
54% |
False |
False |
327,523 |
| 20 |
121-26 |
116-26 |
5-00 |
4.2% |
1-12 |
1.2% |
43% |
False |
False |
321,246 |
| 40 |
122-07 |
116-26 |
5-13 |
4.5% |
1-13 |
1.2% |
39% |
False |
False |
266,125 |
| 60 |
128-00 |
116-26 |
11-06 |
9.4% |
1-16 |
1.3% |
19% |
False |
False |
256,072 |
| 80 |
131-16 |
116-26 |
14-22 |
12.3% |
1-15 |
1.2% |
14% |
False |
False |
193,997 |
| 100 |
134-04 |
116-26 |
17-10 |
14.6% |
1-12 |
1.2% |
12% |
False |
False |
155,254 |
| 120 |
134-04 |
116-26 |
17-10 |
14.6% |
1-07 |
1.0% |
12% |
False |
False |
129,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-13 |
|
2.618 |
121-25 |
|
1.618 |
120-25 |
|
1.000 |
120-05 |
|
0.618 |
119-25 |
|
HIGH |
119-05 |
|
0.618 |
118-25 |
|
0.500 |
118-21 |
|
0.382 |
118-17 |
|
LOW |
118-05 |
|
0.618 |
117-17 |
|
1.000 |
117-05 |
|
1.618 |
116-17 |
|
2.618 |
115-17 |
|
4.250 |
113-29 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-27 |
118-22 |
| PP |
118-24 |
118-15 |
| S1 |
118-21 |
118-08 |
|