ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-22 |
117-24 |
0-02 |
0.1% |
116-28 |
| High |
117-27 |
119-14 |
1-19 |
1.4% |
118-03 |
| Low |
117-04 |
117-22 |
0-18 |
0.5% |
116-18 |
| Close |
117-20 |
119-09 |
1-21 |
1.4% |
117-20 |
| Range |
0-23 |
1-24 |
1-01 |
143.5% |
1-17 |
| ATR |
1-03 |
1-05 |
0-02 |
4.7% |
0-00 |
| Volume |
19,071 |
26,676 |
7,605 |
39.9% |
42,326 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-02 |
123-13 |
120-08 |
|
| R3 |
122-10 |
121-21 |
119-24 |
|
| R2 |
120-18 |
120-18 |
119-19 |
|
| R1 |
119-29 |
119-29 |
119-14 |
120-08 |
| PP |
118-26 |
118-26 |
118-26 |
118-31 |
| S1 |
118-05 |
118-05 |
119-04 |
118-16 |
| S2 |
117-02 |
117-02 |
118-31 |
|
| S3 |
115-10 |
116-13 |
118-26 |
|
| S4 |
113-18 |
114-21 |
118-10 |
|
|
| 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 |
126-28 |
|
2.618 |
124-01 |
|
1.618 |
122-09 |
|
1.000 |
121-06 |
|
0.618 |
120-17 |
|
HIGH |
119-14 |
|
0.618 |
118-25 |
|
0.500 |
118-18 |
|
0.382 |
118-11 |
|
LOW |
117-22 |
|
0.618 |
116-19 |
|
1.000 |
115-30 |
|
1.618 |
114-27 |
|
2.618 |
113-03 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-01 |
118-30 |
| PP |
118-26 |
118-20 |
| S1 |
118-18 |
118-09 |
|