ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-17 |
119-14 |
-1-03 |
-0.9% |
117-24 |
| High |
120-26 |
119-19 |
-1-07 |
-1.0% |
120-11 |
| Low |
119-09 |
118-10 |
-0-31 |
-0.8% |
117-22 |
| Close |
119-15 |
118-12 |
-1-03 |
-0.9% |
120-05 |
| Range |
1-17 |
1-09 |
-0-08 |
-16.3% |
2-21 |
| ATR |
1-03 |
1-04 |
0-00 |
1.1% |
0-00 |
| Volume |
373,856 |
374,820 |
964 |
0.3% |
801,504 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-19 |
121-25 |
119-03 |
|
| R3 |
121-10 |
120-16 |
118-23 |
|
| R2 |
120-01 |
120-01 |
118-20 |
|
| R1 |
119-07 |
119-07 |
118-16 |
119-00 |
| PP |
118-24 |
118-24 |
118-24 |
118-21 |
| S1 |
117-30 |
117-30 |
118-08 |
117-22 |
| S2 |
117-15 |
117-15 |
118-04 |
|
| S3 |
116-06 |
116-21 |
118-01 |
|
| S4 |
114-29 |
115-12 |
117-21 |
|
|
| 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 |
125-01 |
|
2.618 |
122-30 |
|
1.618 |
121-21 |
|
1.000 |
120-28 |
|
0.618 |
120-12 |
|
HIGH |
119-19 |
|
0.618 |
119-03 |
|
0.500 |
118-30 |
|
0.382 |
118-26 |
|
LOW |
118-10 |
|
0.618 |
117-17 |
|
1.000 |
117-01 |
|
1.618 |
116-08 |
|
2.618 |
114-31 |
|
4.250 |
112-28 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
119-18 |
| PP |
118-24 |
119-05 |
| S1 |
118-18 |
118-25 |
|