ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-11 |
116-01 |
-0-10 |
-0.3% |
116-15 |
| High |
116-24 |
117-06 |
0-14 |
0.4% |
117-06 |
| Low |
115-25 |
116-01 |
0-08 |
0.2% |
115-07 |
| Close |
115-27 |
116-25 |
0-30 |
0.8% |
116-25 |
| Range |
0-31 |
1-05 |
0-06 |
19.4% |
1-31 |
| ATR |
1-06 |
1-07 |
0-00 |
0.8% |
0-00 |
| Volume |
10,987 |
1,803 |
-9,184 |
-83.6% |
22,962 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-04 |
119-20 |
117-13 |
|
| R3 |
118-31 |
118-15 |
117-03 |
|
| R2 |
117-26 |
117-26 |
117-00 |
|
| R1 |
117-10 |
117-10 |
116-28 |
117-18 |
| PP |
116-21 |
116-21 |
116-21 |
116-26 |
| S1 |
116-05 |
116-05 |
116-22 |
116-13 |
| S2 |
115-16 |
115-16 |
116-18 |
|
| S3 |
114-11 |
115-00 |
116-15 |
|
| S4 |
113-06 |
113-27 |
116-05 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-16 |
117-28 |
|
| R3 |
120-11 |
119-17 |
117-10 |
|
| R2 |
118-12 |
118-12 |
117-05 |
|
| R1 |
117-18 |
117-18 |
116-31 |
117-31 |
| PP |
116-13 |
116-13 |
116-13 |
116-19 |
| S1 |
115-19 |
115-19 |
116-19 |
116-00 |
| S2 |
114-14 |
114-14 |
116-13 |
|
| S3 |
112-15 |
113-20 |
116-08 |
|
| S4 |
110-16 |
111-21 |
115-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-03 |
|
2.618 |
120-07 |
|
1.618 |
119-02 |
|
1.000 |
118-11 |
|
0.618 |
117-29 |
|
HIGH |
117-06 |
|
0.618 |
116-24 |
|
0.500 |
116-20 |
|
0.382 |
116-15 |
|
LOW |
116-01 |
|
0.618 |
115-10 |
|
1.000 |
114-28 |
|
1.618 |
114-05 |
|
2.618 |
113-00 |
|
4.250 |
111-04 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-23 |
116-19 |
| PP |
116-21 |
116-13 |
| S1 |
116-20 |
116-06 |
|