ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
118-29 |
-0-04 |
-0.1% |
117-30 |
| High |
119-20 |
119-25 |
0-05 |
0.1% |
118-28 |
| Low |
118-18 |
118-26 |
0-08 |
0.2% |
116-26 |
| Close |
118-30 |
119-14 |
0-16 |
0.4% |
118-13 |
| Range |
1-02 |
0-31 |
-0-03 |
-8.8% |
2-02 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
412,886 |
355,095 |
-57,791 |
-14.0% |
1,669,041 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-08 |
121-26 |
119-31 |
|
| R3 |
121-09 |
120-27 |
119-23 |
|
| R2 |
120-10 |
120-10 |
119-20 |
|
| R1 |
119-28 |
119-28 |
119-17 |
120-03 |
| PP |
119-11 |
119-11 |
119-11 |
119-14 |
| S1 |
118-29 |
118-29 |
119-11 |
119-04 |
| S2 |
118-12 |
118-12 |
119-08 |
|
| S3 |
117-13 |
117-30 |
119-05 |
|
| S4 |
116-14 |
116-31 |
118-29 |
|
|
| 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 |
119-25 |
117-21 |
2-04 |
1.8% |
1-00 |
0.8% |
84% |
True |
False |
330,391 |
| 10 |
119-25 |
116-26 |
2-31 |
2.5% |
1-05 |
1.0% |
88% |
True |
False |
338,974 |
| 20 |
121-26 |
116-26 |
5-00 |
4.2% |
1-08 |
1.1% |
53% |
False |
False |
328,345 |
| 40 |
122-07 |
116-26 |
5-13 |
4.5% |
1-12 |
1.1% |
49% |
False |
False |
276,099 |
| 60 |
128-00 |
116-26 |
11-06 |
9.4% |
1-15 |
1.2% |
23% |
False |
False |
272,544 |
| 80 |
131-16 |
116-26 |
14-22 |
12.3% |
1-15 |
1.2% |
18% |
False |
False |
206,906 |
| 100 |
134-04 |
116-26 |
17-10 |
14.5% |
1-12 |
1.2% |
15% |
False |
False |
165,671 |
| 120 |
134-04 |
116-26 |
17-10 |
14.5% |
1-07 |
1.0% |
15% |
False |
False |
138,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-29 |
|
2.618 |
122-10 |
|
1.618 |
121-11 |
|
1.000 |
120-24 |
|
0.618 |
120-12 |
|
HIGH |
119-25 |
|
0.618 |
119-13 |
|
0.500 |
119-10 |
|
0.382 |
119-06 |
|
LOW |
118-26 |
|
0.618 |
118-07 |
|
1.000 |
117-27 |
|
1.618 |
117-08 |
|
2.618 |
116-09 |
|
4.250 |
114-22 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-11 |
| PP |
119-11 |
119-07 |
| S1 |
119-10 |
119-04 |
|