ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-05 |
-0-05 |
-0.1% |
118-10 |
| High |
119-01 |
118-05 |
-0-28 |
-0.7% |
120-05 |
| Low |
117-21 |
117-09 |
-0-12 |
-0.3% |
118-01 |
| Close |
117-29 |
117-15 |
-0-14 |
-0.4% |
119-26 |
| Range |
1-12 |
0-28 |
-0-16 |
-36.4% |
2-04 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.2% |
0-00 |
| Volume |
930 |
3,543 |
2,613 |
281.0% |
1,729 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-08 |
119-24 |
117-30 |
|
| R3 |
119-12 |
118-28 |
117-23 |
|
| R2 |
118-16 |
118-16 |
117-20 |
|
| R1 |
118-00 |
118-00 |
117-18 |
117-26 |
| PP |
117-20 |
117-20 |
117-20 |
117-18 |
| S1 |
117-04 |
117-04 |
117-12 |
116-30 |
| S2 |
116-24 |
116-24 |
117-10 |
|
| S3 |
115-28 |
116-08 |
117-07 |
|
| S4 |
115-00 |
115-12 |
117-00 |
|
|
| 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 |
121-28 |
|
2.618 |
120-14 |
|
1.618 |
119-18 |
|
1.000 |
119-01 |
|
0.618 |
118-22 |
|
HIGH |
118-05 |
|
0.618 |
117-26 |
|
0.500 |
117-23 |
|
0.382 |
117-20 |
|
LOW |
117-09 |
|
0.618 |
116-24 |
|
1.000 |
116-13 |
|
1.618 |
115-28 |
|
2.618 |
115-00 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-23 |
118-05 |
| PP |
117-20 |
117-30 |
| S1 |
117-18 |
117-22 |
|