ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
118-25 |
0-10 |
0.3% |
117-30 |
| High |
119-05 |
119-06 |
0-01 |
0.0% |
118-28 |
| Low |
118-05 |
118-15 |
0-10 |
0.3% |
116-26 |
| Close |
118-30 |
118-31 |
0-01 |
0.0% |
118-13 |
| Range |
1-00 |
0-23 |
-0-09 |
-28.1% |
2-02 |
| ATR |
1-12 |
1-11 |
-0-02 |
-3.4% |
0-00 |
| Volume |
263,682 |
273,753 |
10,071 |
3.8% |
1,669,041 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-01 |
120-23 |
119-12 |
|
| R3 |
120-10 |
120-00 |
119-05 |
|
| R2 |
119-19 |
119-19 |
119-03 |
|
| R1 |
119-09 |
119-09 |
119-01 |
119-14 |
| PP |
118-28 |
118-28 |
118-28 |
118-30 |
| S1 |
118-18 |
118-18 |
118-29 |
118-23 |
| S2 |
118-05 |
118-05 |
118-27 |
|
| S3 |
117-14 |
117-27 |
118-25 |
|
| S4 |
116-23 |
117-04 |
118-18 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
123-12 |
119-17 |
|
| R3 |
122-05 |
121-10 |
118-31 |
|
| R2 |
120-03 |
120-03 |
118-25 |
|
| R1 |
119-08 |
119-08 |
118-19 |
119-22 |
| PP |
118-01 |
118-01 |
118-01 |
118-08 |
| S1 |
117-06 |
117-06 |
118-07 |
117-20 |
| S2 |
115-31 |
115-31 |
118-01 |
|
| S3 |
113-29 |
115-04 |
117-27 |
|
| S4 |
111-27 |
113-02 |
117-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-06 |
116-26 |
2-12 |
2.0% |
1-05 |
1.0% |
91% |
True |
False |
339,038 |
| 10 |
120-22 |
116-26 |
3-28 |
3.3% |
1-07 |
1.0% |
56% |
False |
False |
327,100 |
| 20 |
121-26 |
116-26 |
5-00 |
4.2% |
1-10 |
1.1% |
43% |
False |
False |
321,050 |
| 40 |
122-07 |
116-26 |
5-13 |
4.5% |
1-12 |
1.2% |
40% |
False |
False |
266,407 |
| 60 |
128-00 |
116-26 |
11-06 |
9.4% |
1-15 |
1.2% |
19% |
False |
False |
260,292 |
| 80 |
131-16 |
116-26 |
14-22 |
12.3% |
1-15 |
1.2% |
15% |
False |
False |
197,393 |
| 100 |
134-04 |
116-26 |
17-10 |
14.6% |
1-12 |
1.2% |
12% |
False |
False |
157,991 |
| 120 |
134-04 |
116-26 |
17-10 |
14.6% |
1-07 |
1.0% |
12% |
False |
False |
131,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
121-02 |
|
1.618 |
120-11 |
|
1.000 |
119-29 |
|
0.618 |
119-20 |
|
HIGH |
119-06 |
|
0.618 |
118-29 |
|
0.500 |
118-26 |
|
0.382 |
118-24 |
|
LOW |
118-15 |
|
0.618 |
118-01 |
|
1.000 |
117-24 |
|
1.618 |
117-10 |
|
2.618 |
116-19 |
|
4.250 |
115-13 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-25 |
| PP |
118-28 |
118-19 |
| S1 |
118-26 |
118-14 |
|