ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
119-30 |
-0-26 |
-0.7% |
120-06 |
| High |
120-25 |
120-22 |
-0-03 |
-0.1% |
121-26 |
| Low |
119-17 |
119-08 |
-0-09 |
-0.2% |
119-19 |
| Close |
119-30 |
119-17 |
-0-13 |
-0.3% |
121-14 |
| Range |
1-08 |
1-14 |
0-06 |
15.0% |
2-07 |
| ATR |
1-16 |
1-15 |
0-00 |
-0.2% |
0-00 |
| Volume |
277,979 |
326,717 |
48,738 |
17.5% |
1,620,318 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-09 |
120-10 |
|
| R3 |
122-22 |
121-27 |
119-30 |
|
| R2 |
121-08 |
121-08 |
119-25 |
|
| R1 |
120-13 |
120-13 |
119-21 |
120-04 |
| PP |
119-26 |
119-26 |
119-26 |
119-22 |
| S1 |
118-31 |
118-31 |
119-13 |
118-22 |
| S2 |
118-12 |
118-12 |
119-09 |
|
| S3 |
116-30 |
117-17 |
119-04 |
|
| S4 |
115-16 |
116-03 |
118-24 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-24 |
122-21 |
|
| R3 |
125-12 |
124-17 |
122-02 |
|
| R2 |
123-05 |
123-05 |
121-27 |
|
| R1 |
122-10 |
122-10 |
121-21 |
122-24 |
| PP |
120-30 |
120-30 |
120-30 |
121-05 |
| S1 |
120-03 |
120-03 |
121-07 |
120-16 |
| S2 |
118-23 |
118-23 |
121-01 |
|
| S3 |
116-16 |
117-28 |
120-26 |
|
| S4 |
114-09 |
115-21 |
120-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-23 |
119-08 |
2-15 |
2.1% |
1-15 |
1.2% |
11% |
False |
True |
325,287 |
| 10 |
121-26 |
119-08 |
2-18 |
2.1% |
1-15 |
1.2% |
11% |
False |
True |
322,294 |
| 20 |
122-05 |
119-08 |
2-29 |
2.4% |
1-15 |
1.2% |
10% |
False |
True |
305,918 |
| 40 |
125-11 |
118-21 |
6-22 |
5.6% |
1-18 |
1.3% |
13% |
False |
False |
261,081 |
| 60 |
129-22 |
118-21 |
11-01 |
9.2% |
1-18 |
1.3% |
8% |
False |
False |
213,173 |
| 80 |
133-21 |
118-21 |
15-00 |
12.5% |
1-15 |
1.2% |
6% |
False |
False |
160,672 |
| 100 |
134-04 |
118-21 |
15-15 |
12.9% |
1-11 |
1.1% |
6% |
False |
False |
128,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-26 |
|
2.618 |
124-14 |
|
1.618 |
123-00 |
|
1.000 |
122-04 |
|
0.618 |
121-18 |
|
HIGH |
120-22 |
|
0.618 |
120-04 |
|
0.500 |
119-31 |
|
0.382 |
119-26 |
|
LOW |
119-08 |
|
0.618 |
118-12 |
|
1.000 |
117-26 |
|
1.618 |
116-30 |
|
2.618 |
115-16 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-31 |
120-16 |
| PP |
119-26 |
120-05 |
| S1 |
119-22 |
119-27 |
|