ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-15 |
116-16 |
0-01 |
0.0% |
119-25 |
| High |
116-17 |
116-16 |
-0-01 |
0.0% |
119-25 |
| Low |
115-26 |
115-14 |
-0-12 |
-0.3% |
116-03 |
| Close |
116-14 |
115-21 |
-0-25 |
-0.7% |
116-06 |
| Range |
0-23 |
1-02 |
0-11 |
47.8% |
3-22 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.8% |
0-00 |
| Volume |
4,295 |
1,137 |
-3,158 |
-73.5% |
8,631 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-02 |
118-13 |
116-08 |
|
| R3 |
118-00 |
117-11 |
115-30 |
|
| R2 |
116-30 |
116-30 |
115-27 |
|
| R1 |
116-09 |
116-09 |
115-24 |
116-02 |
| PP |
115-28 |
115-28 |
115-28 |
115-24 |
| S1 |
115-07 |
115-07 |
115-18 |
115-00 |
| S2 |
114-26 |
114-26 |
115-15 |
|
| S3 |
113-24 |
114-05 |
115-12 |
|
| S4 |
112-22 |
113-03 |
115-02 |
|
|
| 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 |
121-00 |
|
2.618 |
119-09 |
|
1.618 |
118-07 |
|
1.000 |
117-18 |
|
0.618 |
117-05 |
|
HIGH |
116-16 |
|
0.618 |
116-03 |
|
0.500 |
115-31 |
|
0.382 |
115-27 |
|
LOW |
115-14 |
|
0.618 |
114-25 |
|
1.000 |
114-12 |
|
1.618 |
113-23 |
|
2.618 |
112-21 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
115-31 |
116-14 |
| PP |
115-28 |
116-06 |
| S1 |
115-24 |
115-29 |
|