ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-10 |
116-11 |
1-01 |
0.9% |
119-25 |
| High |
116-27 |
116-24 |
-0-03 |
-0.1% |
119-25 |
| Low |
115-07 |
115-25 |
0-18 |
0.5% |
116-03 |
| Close |
116-21 |
115-27 |
-0-26 |
-0.7% |
116-06 |
| Range |
1-20 |
0-31 |
-0-21 |
-40.4% |
3-22 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
4,740 |
10,987 |
6,247 |
131.8% |
8,631 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-13 |
116-12 |
|
| R3 |
118-02 |
117-14 |
116-04 |
|
| R2 |
117-03 |
117-03 |
116-01 |
|
| R1 |
116-15 |
116-15 |
115-30 |
116-10 |
| PP |
116-04 |
116-04 |
116-04 |
116-01 |
| S1 |
115-16 |
115-16 |
115-24 |
115-10 |
| S2 |
115-05 |
115-05 |
115-21 |
|
| S3 |
114-06 |
114-17 |
115-18 |
|
| S4 |
113-07 |
113-18 |
115-10 |
|
|
| 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 |
120-28 |
|
2.618 |
119-09 |
|
1.618 |
118-10 |
|
1.000 |
117-23 |
|
0.618 |
117-11 |
|
HIGH |
116-24 |
|
0.618 |
116-12 |
|
0.500 |
116-08 |
|
0.382 |
116-05 |
|
LOW |
115-25 |
|
0.618 |
115-06 |
|
1.000 |
114-26 |
|
1.618 |
114-07 |
|
2.618 |
113-08 |
|
4.250 |
111-21 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-08 |
116-01 |
| PP |
116-04 |
115-31 |
| S1 |
116-00 |
115-29 |
|