ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-11 |
120-03 |
-0-08 |
-0.2% |
117-24 |
| High |
120-18 |
120-21 |
0-03 |
0.1% |
120-11 |
| Low |
120-02 |
119-14 |
-0-20 |
-0.5% |
117-22 |
| Close |
120-11 |
120-13 |
0-02 |
0.1% |
120-05 |
| Range |
0-16 |
1-07 |
0-23 |
143.8% |
2-21 |
| ATR |
1-02 |
1-02 |
0-00 |
1.0% |
0-00 |
| Volume |
261,803 |
391,802 |
129,999 |
49.7% |
801,504 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
123-11 |
121-02 |
|
| R3 |
122-19 |
122-04 |
120-24 |
|
| R2 |
121-12 |
121-12 |
120-20 |
|
| R1 |
120-29 |
120-29 |
120-17 |
121-04 |
| PP |
120-05 |
120-05 |
120-05 |
120-09 |
| S1 |
119-22 |
119-22 |
120-09 |
119-30 |
| S2 |
118-30 |
118-30 |
120-06 |
|
| S3 |
117-23 |
118-15 |
120-02 |
|
| S4 |
116-16 |
117-08 |
119-24 |
|
|
| 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 |
125-27 |
|
2.618 |
123-27 |
|
1.618 |
122-20 |
|
1.000 |
121-28 |
|
0.618 |
121-13 |
|
HIGH |
120-21 |
|
0.618 |
120-06 |
|
0.500 |
120-02 |
|
0.382 |
119-29 |
|
LOW |
119-14 |
|
0.618 |
118-22 |
|
1.000 |
118-07 |
|
1.618 |
117-15 |
|
2.618 |
116-08 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-09 |
120-09 |
| PP |
120-05 |
120-05 |
| S1 |
120-02 |
120-02 |
|