ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
117-07 |
-0-30 |
-0.8% |
121-16 |
| High |
118-10 |
118-18 |
0-08 |
0.2% |
121-23 |
| Low |
117-03 |
116-26 |
-0-09 |
-0.2% |
117-23 |
| Close |
117-10 |
118-10 |
1-00 |
0.9% |
117-28 |
| Range |
1-07 |
1-24 |
0-17 |
43.6% |
4-00 |
| ATR |
1-13 |
1-14 |
0-01 |
1.7% |
0-00 |
| Volume |
274,913 |
415,001 |
140,088 |
51.0% |
1,652,836 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-05 |
122-15 |
119-09 |
|
| R3 |
121-13 |
120-23 |
118-25 |
|
| R2 |
119-21 |
119-21 |
118-20 |
|
| R1 |
118-31 |
118-31 |
118-15 |
119-10 |
| PP |
117-29 |
117-29 |
117-29 |
118-02 |
| S1 |
117-07 |
117-07 |
118-05 |
117-18 |
| S2 |
116-05 |
116-05 |
118-00 |
|
| S3 |
114-13 |
115-15 |
117-27 |
|
| S4 |
112-21 |
113-23 |
117-11 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-03 |
128-16 |
120-02 |
|
| R3 |
127-03 |
124-16 |
118-31 |
|
| R2 |
123-03 |
123-03 |
118-19 |
|
| R1 |
120-16 |
120-16 |
118-08 |
119-26 |
| PP |
119-03 |
119-03 |
119-03 |
118-24 |
| S1 |
116-16 |
116-16 |
117-16 |
115-26 |
| S2 |
115-03 |
115-03 |
117-05 |
|
| S3 |
111-03 |
112-16 |
116-25 |
|
| S4 |
107-03 |
108-16 |
115-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-29 |
116-26 |
3-03 |
2.6% |
1-10 |
1.1% |
48% |
False |
True |
332,820 |
| 10 |
121-23 |
116-26 |
4-29 |
4.1% |
1-12 |
1.2% |
31% |
False |
True |
329,054 |
| 20 |
122-02 |
116-26 |
5-08 |
4.4% |
1-13 |
1.2% |
29% |
False |
True |
319,538 |
| 40 |
122-07 |
116-26 |
5-13 |
4.6% |
1-15 |
1.2% |
28% |
False |
True |
263,905 |
| 60 |
128-00 |
116-26 |
11-06 |
9.5% |
1-17 |
1.3% |
13% |
False |
True |
240,097 |
| 80 |
131-22 |
116-26 |
14-28 |
12.6% |
1-15 |
1.2% |
10% |
False |
True |
181,462 |
| 100 |
134-04 |
116-26 |
17-10 |
14.6% |
1-12 |
1.2% |
9% |
False |
True |
145,191 |
| 120 |
134-04 |
116-26 |
17-10 |
14.6% |
1-06 |
1.0% |
9% |
False |
True |
120,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-00 |
|
2.618 |
123-05 |
|
1.618 |
121-13 |
|
1.000 |
120-10 |
|
0.618 |
119-21 |
|
HIGH |
118-18 |
|
0.618 |
117-29 |
|
0.500 |
117-22 |
|
0.382 |
117-15 |
|
LOW |
116-26 |
|
0.618 |
115-23 |
|
1.000 |
115-02 |
|
1.618 |
113-31 |
|
2.618 |
112-07 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-03 |
118-03 |
| PP |
117-29 |
117-29 |
| S1 |
117-22 |
117-22 |
|