ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-10 |
119-27 |
0-17 |
0.4% |
117-24 |
| High |
120-11 |
120-11 |
0-00 |
0.0% |
120-11 |
| Low |
119-08 |
119-16 |
0-08 |
0.2% |
117-22 |
| Close |
119-31 |
120-05 |
0-06 |
0.2% |
120-05 |
| Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
2-21 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.8% |
0-00 |
| Volume |
243,015 |
379,206 |
136,191 |
56.0% |
801,504 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-17 |
122-06 |
120-20 |
|
| R3 |
121-22 |
121-11 |
120-12 |
|
| R2 |
120-27 |
120-27 |
120-10 |
|
| R1 |
120-16 |
120-16 |
120-07 |
120-22 |
| PP |
120-00 |
120-00 |
120-00 |
120-03 |
| S1 |
119-21 |
119-21 |
120-03 |
119-26 |
| S2 |
119-05 |
119-05 |
120-00 |
|
| S3 |
118-10 |
118-26 |
119-30 |
|
| S4 |
117-15 |
117-31 |
119-22 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
126-13 |
121-20 |
|
| R3 |
124-23 |
123-24 |
120-28 |
|
| R2 |
122-02 |
122-02 |
120-21 |
|
| R1 |
121-03 |
121-03 |
120-13 |
121-18 |
| PP |
119-13 |
119-13 |
119-13 |
119-20 |
| S1 |
118-14 |
118-14 |
119-29 |
118-30 |
| S2 |
116-24 |
116-24 |
119-21 |
|
| S3 |
114-03 |
115-25 |
119-14 |
|
| S4 |
111-14 |
113-04 |
118-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-30 |
|
2.618 |
122-18 |
|
1.618 |
121-23 |
|
1.000 |
121-06 |
|
0.618 |
120-28 |
|
HIGH |
120-11 |
|
0.618 |
120-01 |
|
0.500 |
119-30 |
|
0.382 |
119-26 |
|
LOW |
119-16 |
|
0.618 |
118-31 |
|
1.000 |
118-21 |
|
1.618 |
118-04 |
|
2.618 |
117-09 |
|
4.250 |
115-29 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
120-00 |
| PP |
120-00 |
119-26 |
| S1 |
119-30 |
119-20 |
|