ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-17 |
118-24 |
0-07 |
0.2% |
117-21 |
| High |
118-17 |
118-24 |
0-07 |
0.2% |
118-17 |
| Low |
118-17 |
118-24 |
0-07 |
0.2% |
117-20 |
| Close |
118-17 |
118-24 |
0-07 |
0.2% |
118-17 |
| Range |
|
|
|
|
|
| ATR |
0-18 |
0-17 |
-0-01 |
-4.4% |
0-00 |
| Volume |
3 |
3 |
0 |
0.0% |
12 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-24 |
118-24 |
|
| R3 |
118-24 |
118-24 |
118-24 |
|
| R2 |
118-24 |
118-24 |
118-24 |
|
| R1 |
118-24 |
118-24 |
118-24 |
118-24 |
| PP |
118-24 |
118-24 |
118-24 |
118-24 |
| S1 |
118-24 |
118-24 |
118-24 |
118-24 |
| S2 |
118-24 |
118-24 |
118-24 |
|
| S3 |
118-24 |
118-24 |
118-24 |
|
| S4 |
118-24 |
118-24 |
118-24 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-21 |
119-01 |
|
| R3 |
120-01 |
119-24 |
118-25 |
|
| R2 |
119-04 |
119-04 |
118-22 |
|
| R1 |
118-27 |
118-27 |
118-20 |
119-00 |
| PP |
118-07 |
118-07 |
118-07 |
118-10 |
| S1 |
117-30 |
117-30 |
118-14 |
118-02 |
| S2 |
117-10 |
117-10 |
118-12 |
|
| S3 |
116-13 |
117-01 |
118-09 |
|
| S4 |
115-16 |
116-04 |
118-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-24 |
|
2.618 |
118-24 |
|
1.618 |
118-24 |
|
1.000 |
118-24 |
|
0.618 |
118-24 |
|
HIGH |
118-24 |
|
0.618 |
118-24 |
|
0.500 |
118-24 |
|
0.382 |
118-24 |
|
LOW |
118-24 |
|
0.618 |
118-24 |
|
1.000 |
118-24 |
|
1.618 |
118-24 |
|
2.618 |
118-24 |
|
4.250 |
118-24 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-22 |
| PP |
118-24 |
118-20 |
| S1 |
118-24 |
118-18 |
|