ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-16 |
118-10 |
-0-06 |
-0.2% |
118-10 |
| High |
118-18 |
119-01 |
0-15 |
0.4% |
120-05 |
| Low |
118-00 |
117-21 |
-0-11 |
-0.3% |
118-01 |
| Close |
118-10 |
117-29 |
-0-13 |
-0.3% |
119-26 |
| Range |
0-18 |
1-12 |
0-26 |
144.4% |
2-04 |
| ATR |
1-08 |
1-08 |
0-00 |
0.8% |
0-00 |
| Volume |
487 |
930 |
443 |
91.0% |
1,729 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-16 |
118-21 |
|
| R3 |
120-30 |
120-04 |
118-09 |
|
| R2 |
119-18 |
119-18 |
118-05 |
|
| R1 |
118-24 |
118-24 |
118-01 |
118-15 |
| PP |
118-06 |
118-06 |
118-06 |
118-02 |
| S1 |
117-12 |
117-12 |
117-25 |
117-03 |
| S2 |
116-26 |
116-26 |
117-21 |
|
| S3 |
115-14 |
116-00 |
117-17 |
|
| S4 |
114-02 |
114-20 |
117-05 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-28 |
120-31 |
|
| R3 |
123-19 |
122-24 |
120-13 |
|
| R2 |
121-15 |
121-15 |
120-06 |
|
| R1 |
120-20 |
120-20 |
120-00 |
121-02 |
| PP |
119-11 |
119-11 |
119-11 |
119-17 |
| S1 |
118-16 |
118-16 |
119-20 |
118-30 |
| S2 |
117-07 |
117-07 |
119-14 |
|
| S3 |
115-03 |
116-12 |
119-07 |
|
| S4 |
112-31 |
114-08 |
118-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-28 |
|
2.618 |
122-20 |
|
1.618 |
121-08 |
|
1.000 |
120-13 |
|
0.618 |
119-28 |
|
HIGH |
119-01 |
|
0.618 |
118-16 |
|
0.500 |
118-11 |
|
0.382 |
118-06 |
|
LOW |
117-21 |
|
0.618 |
116-26 |
|
1.000 |
116-09 |
|
1.618 |
115-14 |
|
2.618 |
114-02 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-11 |
118-23 |
| PP |
118-06 |
118-14 |
| S1 |
118-02 |
118-06 |
|