ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-24 |
119-06 |
1-14 |
1.2% |
116-28 |
| High |
119-14 |
119-30 |
0-16 |
0.4% |
118-03 |
| Low |
117-22 |
118-30 |
1-08 |
1.1% |
116-18 |
| Close |
119-09 |
119-08 |
-0-01 |
0.0% |
117-20 |
| Range |
1-24 |
1-00 |
-0-24 |
-42.9% |
1-17 |
| ATR |
1-05 |
1-04 |
0-00 |
-0.9% |
0-00 |
| Volume |
26,676 |
152,607 |
125,931 |
472.1% |
42,326 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-26 |
119-26 |
|
| R3 |
121-12 |
120-26 |
119-17 |
|
| R2 |
120-12 |
120-12 |
119-14 |
|
| R1 |
119-26 |
119-26 |
119-11 |
120-03 |
| PP |
119-12 |
119-12 |
119-12 |
119-16 |
| S1 |
118-26 |
118-26 |
119-05 |
119-03 |
| S2 |
118-12 |
118-12 |
119-02 |
|
| S3 |
117-12 |
117-26 |
118-31 |
|
| S4 |
116-12 |
116-26 |
118-22 |
|
|
| 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 |
124-06 |
|
2.618 |
122-18 |
|
1.618 |
121-18 |
|
1.000 |
120-30 |
|
0.618 |
120-18 |
|
HIGH |
119-30 |
|
0.618 |
119-18 |
|
0.500 |
119-14 |
|
0.382 |
119-10 |
|
LOW |
118-30 |
|
0.618 |
118-10 |
|
1.000 |
117-30 |
|
1.618 |
117-10 |
|
2.618 |
116-10 |
|
4.250 |
114-22 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-00 |
| PP |
119-12 |
118-25 |
| S1 |
119-10 |
118-17 |
|