ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-10 |
119-05 |
-0-05 |
-0.1% |
118-15 |
| High |
119-15 |
121-01 |
1-18 |
1.3% |
119-25 |
| Low |
118-22 |
119-04 |
0-14 |
0.4% |
118-05 |
| Close |
119-07 |
120-28 |
1-21 |
1.4% |
119-07 |
| Range |
0-25 |
1-29 |
1-04 |
144.0% |
1-20 |
| ATR |
1-08 |
1-10 |
0-01 |
3.7% |
0-00 |
| Volume |
305,429 |
0 |
-305,429 |
-100.0% |
1,610,845 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
125-12 |
121-30 |
|
| R3 |
124-05 |
123-15 |
121-13 |
|
| R2 |
122-08 |
122-08 |
121-07 |
|
| R1 |
121-18 |
121-18 |
121-02 |
121-29 |
| PP |
120-11 |
120-11 |
120-11 |
120-16 |
| S1 |
119-21 |
119-21 |
120-22 |
120-00 |
| S2 |
118-14 |
118-14 |
120-17 |
|
| S3 |
116-17 |
117-24 |
120-11 |
|
| S4 |
114-20 |
115-27 |
119-26 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-06 |
120-04 |
|
| R3 |
122-10 |
121-18 |
119-21 |
|
| R2 |
120-22 |
120-22 |
119-17 |
|
| R1 |
119-30 |
119-30 |
119-12 |
120-10 |
| PP |
119-02 |
119-02 |
119-02 |
119-08 |
| S1 |
118-10 |
118-10 |
119-02 |
118-22 |
| S2 |
117-14 |
117-14 |
118-29 |
|
| S3 |
115-26 |
116-22 |
118-25 |
|
| S4 |
114-06 |
115-02 |
118-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-01 |
118-15 |
2-18 |
2.1% |
1-03 |
0.9% |
94% |
True |
False |
269,432 |
| 10 |
121-01 |
116-26 |
4-07 |
3.5% |
1-06 |
1.0% |
96% |
True |
False |
304,351 |
| 20 |
121-26 |
116-26 |
5-00 |
4.1% |
1-10 |
1.1% |
81% |
False |
False |
317,287 |
| 40 |
122-07 |
116-26 |
5-13 |
4.5% |
1-13 |
1.2% |
75% |
False |
False |
277,679 |
| 60 |
128-00 |
116-26 |
11-06 |
9.3% |
1-15 |
1.2% |
36% |
False |
False |
273,112 |
| 80 |
131-16 |
116-26 |
14-22 |
12.2% |
1-16 |
1.2% |
28% |
False |
False |
210,703 |
| 100 |
134-04 |
116-26 |
17-10 |
14.3% |
1-12 |
1.1% |
23% |
False |
False |
168,723 |
| 120 |
134-04 |
116-26 |
17-10 |
14.3% |
1-08 |
1.0% |
23% |
False |
False |
140,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
126-01 |
|
1.618 |
124-04 |
|
1.000 |
122-30 |
|
0.618 |
122-07 |
|
HIGH |
121-01 |
|
0.618 |
120-10 |
|
0.500 |
120-02 |
|
0.382 |
119-27 |
|
LOW |
119-04 |
|
0.618 |
117-30 |
|
1.000 |
117-07 |
|
1.618 |
116-01 |
|
2.618 |
114-04 |
|
4.250 |
111-01 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
120-17 |
| PP |
120-11 |
120-06 |
| S1 |
120-02 |
119-28 |
|