ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
117-14 |
117-22 |
0-08 |
0.2% |
116-28 |
High |
118-03 |
117-27 |
-0-08 |
-0.2% |
118-03 |
Low |
117-11 |
117-04 |
-0-07 |
-0.2% |
116-18 |
Close |
117-27 |
117-20 |
-0-07 |
-0.2% |
117-20 |
Range |
0-24 |
0-23 |
-0-01 |
-4.2% |
1-17 |
ATR |
1-04 |
1-03 |
-0-01 |
-2.6% |
0-00 |
Volume |
11,201 |
19,071 |
7,870 |
70.3% |
42,326 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-22 |
119-12 |
118-01 |
|
R3 |
118-31 |
118-21 |
117-26 |
|
R2 |
118-08 |
118-08 |
117-24 |
|
R1 |
117-30 |
117-30 |
117-22 |
117-24 |
PP |
117-17 |
117-17 |
117-17 |
117-14 |
S1 |
117-07 |
117-07 |
117-18 |
117-00 |
S2 |
116-26 |
116-26 |
117-16 |
|
S3 |
116-03 |
116-16 |
117-14 |
|
S4 |
115-12 |
115-25 |
117-07 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-01 |
121-11 |
118-15 |
|
R3 |
120-16 |
119-26 |
118-01 |
|
R2 |
118-31 |
118-31 |
117-29 |
|
R1 |
118-09 |
118-09 |
117-24 |
118-20 |
PP |
117-14 |
117-14 |
117-14 |
117-19 |
S1 |
116-24 |
116-24 |
117-16 |
117-03 |
S2 |
115-29 |
115-29 |
117-11 |
|
S3 |
114-12 |
115-07 |
117-07 |
|
S4 |
112-27 |
113-22 |
116-25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-29 |
2.618 |
119-23 |
1.618 |
119-00 |
1.000 |
118-18 |
0.618 |
118-09 |
HIGH |
117-27 |
0.618 |
117-18 |
0.500 |
117-16 |
0.382 |
117-13 |
LOW |
117-04 |
0.618 |
116-22 |
1.000 |
116-13 |
1.618 |
115-31 |
2.618 |
115-08 |
4.250 |
114-02 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
117-18 |
117-19 |
PP |
117-17 |
117-18 |
S1 |
117-16 |
117-18 |
|