ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-08 |
116-15 |
-0-25 |
-0.7% |
119-25 |
| High |
117-14 |
116-17 |
-0-29 |
-0.8% |
119-25 |
| Low |
116-03 |
115-26 |
-0-09 |
-0.2% |
116-03 |
| Close |
116-06 |
116-14 |
0-08 |
0.2% |
116-06 |
| Range |
1-11 |
0-23 |
-0-20 |
-46.5% |
3-22 |
| ATR |
1-08 |
1-06 |
-0-01 |
-3.0% |
0-00 |
| Volume |
2,751 |
4,295 |
1,544 |
56.1% |
8,631 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-13 |
118-05 |
116-27 |
|
| R3 |
117-22 |
117-14 |
116-20 |
|
| R2 |
116-31 |
116-31 |
116-18 |
|
| R1 |
116-23 |
116-23 |
116-16 |
116-16 |
| PP |
116-08 |
116-08 |
116-08 |
116-05 |
| S1 |
116-00 |
116-00 |
116-12 |
115-24 |
| S2 |
115-17 |
115-17 |
116-10 |
|
| S3 |
114-26 |
115-09 |
116-08 |
|
| S4 |
114-03 |
114-18 |
116-01 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-13 |
126-00 |
118-07 |
|
| R3 |
124-23 |
122-10 |
117-06 |
|
| R2 |
121-01 |
121-01 |
116-28 |
|
| R1 |
118-20 |
118-20 |
116-17 |
118-00 |
| PP |
117-11 |
117-11 |
117-11 |
117-01 |
| S1 |
114-30 |
114-30 |
115-27 |
114-10 |
| S2 |
113-21 |
113-21 |
115-16 |
|
| S3 |
109-31 |
111-08 |
115-06 |
|
| S4 |
106-09 |
107-18 |
114-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-19 |
|
2.618 |
118-13 |
|
1.618 |
117-22 |
|
1.000 |
117-08 |
|
0.618 |
116-31 |
|
HIGH |
116-17 |
|
0.618 |
116-08 |
|
0.500 |
116-06 |
|
0.382 |
116-03 |
|
LOW |
115-26 |
|
0.618 |
115-12 |
|
1.000 |
115-03 |
|
1.618 |
114-21 |
|
2.618 |
113-30 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-11 |
117-00 |
| PP |
116-08 |
116-26 |
| S1 |
116-06 |
116-20 |
|