ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-29 |
119-10 |
0-13 |
0.3% |
118-15 |
| High |
119-25 |
119-15 |
-0-10 |
-0.3% |
119-25 |
| Low |
118-26 |
118-22 |
-0-04 |
-0.1% |
118-05 |
| Close |
119-14 |
119-07 |
-0-07 |
-0.2% |
119-07 |
| Range |
0-31 |
0-25 |
-0-06 |
-19.4% |
1-20 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.8% |
0-00 |
| Volume |
355,095 |
305,429 |
-49,666 |
-14.0% |
1,610,845 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-15 |
121-04 |
119-21 |
|
| R3 |
120-22 |
120-11 |
119-14 |
|
| R2 |
119-29 |
119-29 |
119-12 |
|
| R1 |
119-18 |
119-18 |
119-09 |
119-11 |
| PP |
119-04 |
119-04 |
119-04 |
119-00 |
| S1 |
118-25 |
118-25 |
119-05 |
118-18 |
| S2 |
118-11 |
118-11 |
119-02 |
|
| S3 |
117-18 |
118-00 |
119-00 |
|
| S4 |
116-25 |
117-07 |
118-25 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-06 |
120-04 |
|
| R3 |
122-10 |
121-18 |
119-21 |
|
| R2 |
120-22 |
120-22 |
119-17 |
|
| R1 |
119-30 |
119-30 |
119-12 |
120-10 |
| PP |
119-02 |
119-02 |
119-02 |
119-08 |
| S1 |
118-10 |
118-10 |
119-02 |
118-22 |
| S2 |
117-14 |
117-14 |
118-29 |
|
| S3 |
115-26 |
116-22 |
118-25 |
|
| S4 |
114-06 |
115-02 |
118-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-25 |
118-05 |
1-20 |
1.4% |
0-29 |
0.8% |
65% |
False |
False |
322,169 |
| 10 |
119-25 |
116-26 |
2-31 |
2.5% |
1-02 |
0.9% |
81% |
False |
False |
327,988 |
| 20 |
121-26 |
116-26 |
5-00 |
4.2% |
1-08 |
1.0% |
48% |
False |
False |
327,652 |
| 40 |
122-07 |
116-26 |
5-13 |
4.5% |
1-12 |
1.1% |
45% |
False |
False |
279,806 |
| 60 |
128-00 |
116-26 |
11-06 |
9.4% |
1-15 |
1.2% |
22% |
False |
False |
276,458 |
| 80 |
131-16 |
116-26 |
14-22 |
12.3% |
1-15 |
1.2% |
16% |
False |
False |
210,719 |
| 100 |
134-04 |
116-26 |
17-10 |
14.5% |
1-12 |
1.2% |
14% |
False |
False |
168,724 |
| 120 |
134-04 |
116-26 |
17-10 |
14.5% |
1-07 |
1.0% |
14% |
False |
False |
140,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-25 |
|
2.618 |
121-16 |
|
1.618 |
120-23 |
|
1.000 |
120-08 |
|
0.618 |
119-30 |
|
HIGH |
119-15 |
|
0.618 |
119-05 |
|
0.500 |
119-02 |
|
0.382 |
119-00 |
|
LOW |
118-22 |
|
0.618 |
118-07 |
|
1.000 |
117-29 |
|
1.618 |
117-14 |
|
2.618 |
116-21 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-06 |
| PP |
119-04 |
119-06 |
| S1 |
119-02 |
119-06 |
|