ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-30 |
119-24 |
-0-06 |
-0.2% |
120-06 |
| High |
120-22 |
119-29 |
-0-25 |
-0.6% |
121-26 |
| Low |
119-08 |
118-28 |
-0-12 |
-0.3% |
119-19 |
| Close |
119-17 |
119-03 |
-0-14 |
-0.4% |
121-14 |
| Range |
1-14 |
1-01 |
-0-13 |
-28.3% |
2-07 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.2% |
0-00 |
| Volume |
326,717 |
322,529 |
-4,188 |
-1.3% |
1,620,318 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-25 |
119-21 |
|
| R3 |
121-11 |
120-24 |
119-12 |
|
| R2 |
120-10 |
120-10 |
119-09 |
|
| R1 |
119-23 |
119-23 |
119-06 |
119-16 |
| PP |
119-09 |
119-09 |
119-09 |
119-06 |
| S1 |
118-22 |
118-22 |
119-00 |
118-15 |
| S2 |
118-08 |
118-08 |
118-29 |
|
| S3 |
117-07 |
117-21 |
118-26 |
|
| S4 |
116-06 |
116-20 |
118-17 |
|
|
| 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 |
118-28 |
2-27 |
2.4% |
1-14 |
1.2% |
8% |
False |
True |
325,026 |
| 10 |
121-26 |
118-28 |
2-30 |
2.5% |
1-11 |
1.1% |
7% |
False |
True |
317,716 |
| 20 |
122-02 |
118-28 |
3-06 |
2.7% |
1-12 |
1.2% |
7% |
False |
True |
304,006 |
| 40 |
123-00 |
118-21 |
4-11 |
3.6% |
1-16 |
1.3% |
10% |
False |
False |
259,750 |
| 60 |
129-13 |
118-21 |
10-24 |
9.0% |
1-18 |
1.3% |
4% |
False |
False |
218,375 |
| 80 |
133-21 |
118-21 |
15-00 |
12.6% |
1-15 |
1.2% |
3% |
False |
False |
164,701 |
| 100 |
134-04 |
118-21 |
15-15 |
13.0% |
1-11 |
1.1% |
3% |
False |
False |
131,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-19 |
|
1.618 |
121-18 |
|
1.000 |
120-30 |
|
0.618 |
120-17 |
|
HIGH |
119-29 |
|
0.618 |
119-16 |
|
0.500 |
119-12 |
|
0.382 |
119-09 |
|
LOW |
118-28 |
|
0.618 |
118-08 |
|
1.000 |
117-27 |
|
1.618 |
117-07 |
|
2.618 |
116-06 |
|
4.250 |
114-16 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-26 |
| PP |
119-09 |
119-19 |
| S1 |
119-06 |
119-11 |
|