ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
120-28 |
121-13 |
0-17 |
0.4% |
119-05 |
| High |
121-28 |
121-30 |
0-02 |
0.1% |
121-30 |
| Low |
120-26 |
121-02 |
0-08 |
0.2% |
119-04 |
| Close |
121-17 |
121-23 |
0-06 |
0.2% |
121-23 |
| Range |
1-02 |
0-28 |
-0-06 |
-17.6% |
2-26 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.2% |
0-00 |
| Volume |
653,779 |
352,917 |
-300,862 |
-46.0% |
1,553,724 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-27 |
122-06 |
|
| R3 |
123-10 |
122-31 |
121-31 |
|
| R2 |
122-14 |
122-14 |
121-28 |
|
| R1 |
122-03 |
122-03 |
121-26 |
122-08 |
| PP |
121-18 |
121-18 |
121-18 |
121-21 |
| S1 |
121-07 |
121-07 |
121-20 |
121-12 |
| S2 |
120-22 |
120-22 |
121-18 |
|
| S3 |
119-26 |
120-11 |
121-15 |
|
| S4 |
118-30 |
119-15 |
121-08 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-11 |
123-08 |
|
| R3 |
126-18 |
125-17 |
122-16 |
|
| R2 |
123-24 |
123-24 |
122-08 |
|
| R1 |
122-23 |
122-23 |
121-31 |
123-08 |
| PP |
120-30 |
120-30 |
120-30 |
121-06 |
| S1 |
119-29 |
119-29 |
121-15 |
120-14 |
| S2 |
118-04 |
118-04 |
121-06 |
|
| S3 |
115-10 |
117-03 |
120-30 |
|
| S4 |
112-16 |
114-09 |
120-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-30 |
118-22 |
3-08 |
2.7% |
1-04 |
0.9% |
93% |
True |
False |
371,830 |
| 10 |
121-30 |
117-21 |
4-09 |
3.5% |
1-02 |
0.9% |
95% |
True |
False |
351,111 |
| 20 |
121-30 |
116-26 |
5-04 |
4.2% |
1-07 |
1.0% |
96% |
True |
False |
343,701 |
| 40 |
122-07 |
116-26 |
5-13 |
4.4% |
1-10 |
1.1% |
91% |
False |
False |
307,485 |
| 60 |
127-06 |
116-26 |
10-12 |
8.5% |
1-14 |
1.2% |
47% |
False |
False |
287,908 |
| 80 |
131-16 |
116-26 |
14-22 |
12.1% |
1-16 |
1.2% |
33% |
False |
False |
229,944 |
| 100 |
134-04 |
116-26 |
17-10 |
14.2% |
1-13 |
1.1% |
28% |
False |
False |
184,258 |
| 120 |
134-04 |
116-26 |
17-10 |
14.2% |
1-09 |
1.0% |
28% |
False |
False |
153,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-21 |
|
2.618 |
124-07 |
|
1.618 |
123-11 |
|
1.000 |
122-26 |
|
0.618 |
122-15 |
|
HIGH |
121-30 |
|
0.618 |
121-19 |
|
0.500 |
121-16 |
|
0.382 |
121-13 |
|
LOW |
121-02 |
|
0.618 |
120-17 |
|
1.000 |
120-06 |
|
1.618 |
119-21 |
|
2.618 |
118-25 |
|
4.250 |
117-11 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-21 |
121-18 |
| PP |
121-18 |
121-12 |
| S1 |
121-16 |
121-07 |
|