ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
118-26 |
117-28 |
-0-30 |
-0.8% |
117-21 |
High |
118-26 |
117-28 |
-0-30 |
-0.8% |
118-17 |
Low |
118-26 |
117-28 |
-0-30 |
-0.8% |
117-20 |
Close |
118-26 |
117-28 |
-0-30 |
-0.8% |
118-17 |
Range |
|
|
|
|
|
ATR |
0-16 |
0-17 |
0-01 |
6.0% |
0-00 |
Volume |
3 |
3 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-28 |
117-28 |
117-28 |
|
R3 |
117-28 |
117-28 |
117-28 |
|
R2 |
117-28 |
117-28 |
117-28 |
|
R1 |
117-28 |
117-28 |
117-28 |
117-28 |
PP |
117-28 |
117-28 |
117-28 |
117-28 |
S1 |
117-28 |
117-28 |
117-28 |
117-28 |
S2 |
117-28 |
117-28 |
117-28 |
|
S3 |
117-28 |
117-28 |
117-28 |
|
S4 |
117-28 |
117-28 |
117-28 |
|
|
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 |
117-28 |
2.618 |
117-28 |
1.618 |
117-28 |
1.000 |
117-28 |
0.618 |
117-28 |
HIGH |
117-28 |
0.618 |
117-28 |
0.500 |
117-28 |
0.382 |
117-28 |
LOW |
117-28 |
0.618 |
117-28 |
1.000 |
117-28 |
1.618 |
117-28 |
2.618 |
117-28 |
4.250 |
117-28 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-28 |
118-11 |
PP |
117-28 |
118-06 |
S1 |
117-28 |
118-01 |
|