ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
117-20 |
118-11 |
0-23 |
0.6% |
115-22 |
High |
117-20 |
118-11 |
0-23 |
0.6% |
116-04 |
Low |
117-20 |
118-11 |
0-23 |
0.6% |
115-07 |
Close |
117-20 |
118-11 |
0-23 |
0.6% |
116-00 |
Range |
|
|
|
|
|
ATR |
0-19 |
0-19 |
0-00 |
1.5% |
0-00 |
Volume |
3 |
3 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-11 |
118-11 |
118-11 |
|
R3 |
118-11 |
118-11 |
118-11 |
|
R2 |
118-11 |
118-11 |
118-11 |
|
R1 |
118-11 |
118-11 |
118-11 |
118-11 |
PP |
118-11 |
118-11 |
118-11 |
118-11 |
S1 |
118-11 |
118-11 |
118-11 |
118-11 |
S2 |
118-11 |
118-11 |
118-11 |
|
S3 |
118-11 |
118-11 |
118-11 |
|
S4 |
118-11 |
118-11 |
118-11 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-16 |
118-05 |
116-16 |
|
R3 |
117-19 |
117-08 |
116-08 |
|
R2 |
116-22 |
116-22 |
116-05 |
|
R1 |
116-11 |
116-11 |
116-03 |
116-16 |
PP |
115-25 |
115-25 |
115-25 |
115-28 |
S1 |
115-14 |
115-14 |
115-29 |
115-20 |
S2 |
114-28 |
114-28 |
115-27 |
|
S3 |
113-31 |
114-17 |
115-24 |
|
S4 |
113-02 |
113-20 |
115-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-11 |
2.618 |
118-11 |
1.618 |
118-11 |
1.000 |
118-11 |
0.618 |
118-11 |
HIGH |
118-11 |
0.618 |
118-11 |
0.500 |
118-11 |
0.382 |
118-11 |
LOW |
118-11 |
0.618 |
118-11 |
1.000 |
118-11 |
1.618 |
118-11 |
2.618 |
118-11 |
4.250 |
118-11 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
118-11 |
118-07 |
PP |
118-11 |
118-03 |
S1 |
118-11 |
118-00 |
|