ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
115-23 |
116-04 |
0-13 |
0.4% |
114-26 |
| High |
115-23 |
116-04 |
0-13 |
0.4% |
115-05 |
| Low |
115-23 |
115-07 |
-0-16 |
-0.4% |
114-00 |
| Close |
115-23 |
116-07 |
0-16 |
0.4% |
115-05 |
| Range |
0-00 |
0-29 |
0-29 |
|
1-05 |
| ATR |
|
|
|
|
|
| Volume |
4 |
4 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-18 |
118-10 |
116-23 |
|
| R3 |
117-21 |
117-13 |
116-15 |
|
| R2 |
116-24 |
116-24 |
116-12 |
|
| R1 |
116-16 |
116-16 |
116-10 |
116-20 |
| PP |
115-27 |
115-27 |
115-27 |
115-30 |
| S1 |
115-19 |
115-19 |
116-04 |
115-23 |
| S2 |
114-30 |
114-30 |
116-02 |
|
| S3 |
114-01 |
114-22 |
115-31 |
|
| S4 |
113-04 |
113-25 |
115-23 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-08 |
117-27 |
115-25 |
|
| R3 |
117-03 |
116-22 |
115-15 |
|
| R2 |
115-30 |
115-30 |
115-12 |
|
| R1 |
115-17 |
115-17 |
115-08 |
115-24 |
| PP |
114-25 |
114-25 |
114-25 |
114-28 |
| S1 |
114-12 |
114-12 |
115-02 |
114-18 |
| S2 |
113-20 |
113-20 |
114-30 |
|
| S3 |
112-15 |
113-07 |
114-27 |
|
| S4 |
111-10 |
112-02 |
114-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-31 |
|
2.618 |
118-16 |
|
1.618 |
117-19 |
|
1.000 |
117-01 |
|
0.618 |
116-22 |
|
HIGH |
116-04 |
|
0.618 |
115-25 |
|
0.500 |
115-22 |
|
0.382 |
115-18 |
|
LOW |
115-07 |
|
0.618 |
114-21 |
|
1.000 |
114-10 |
|
1.618 |
113-24 |
|
2.618 |
112-27 |
|
4.250 |
111-12 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-01 |
116-01 |
| PP |
115-27 |
115-27 |
| S1 |
115-22 |
115-22 |
|