ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
120-28 |
0-04 |
0.1% |
118-15 |
| High |
121-16 |
121-28 |
0-12 |
0.3% |
119-25 |
| Low |
120-16 |
120-26 |
0-10 |
0.3% |
118-05 |
| Close |
120-26 |
121-17 |
0-23 |
0.6% |
119-07 |
| Range |
1-00 |
1-02 |
0-02 |
6.3% |
1-20 |
| ATR |
1-09 |
1-08 |
0-00 |
-1.2% |
0-00 |
| Volume |
547,028 |
653,779 |
106,751 |
19.5% |
1,610,845 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
124-04 |
122-04 |
|
| R3 |
123-17 |
123-02 |
121-26 |
|
| R2 |
122-15 |
122-15 |
121-23 |
|
| R1 |
122-00 |
122-00 |
121-20 |
122-08 |
| PP |
121-13 |
121-13 |
121-13 |
121-17 |
| S1 |
120-30 |
120-30 |
121-14 |
121-06 |
| S2 |
120-11 |
120-11 |
121-11 |
|
| S3 |
119-09 |
119-28 |
121-08 |
|
| S4 |
118-07 |
118-26 |
120-30 |
|
|
| 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 |
121-28 |
118-22 |
3-06 |
2.6% |
1-05 |
0.9% |
89% |
True |
False |
372,266 |
| 10 |
121-28 |
117-10 |
4-18 |
3.8% |
1-03 |
0.9% |
92% |
True |
False |
355,440 |
| 20 |
121-28 |
116-26 |
5-02 |
4.2% |
1-08 |
1.0% |
93% |
True |
False |
342,247 |
| 40 |
122-07 |
116-26 |
5-13 |
4.4% |
1-11 |
1.1% |
87% |
False |
False |
301,804 |
| 60 |
128-00 |
116-26 |
11-06 |
9.2% |
1-14 |
1.2% |
42% |
False |
False |
286,602 |
| 80 |
131-16 |
116-26 |
14-22 |
12.1% |
1-16 |
1.2% |
32% |
False |
False |
225,549 |
| 100 |
134-04 |
116-26 |
17-10 |
14.2% |
1-12 |
1.1% |
27% |
False |
False |
180,729 |
| 120 |
134-04 |
116-26 |
17-10 |
14.2% |
1-08 |
1.0% |
27% |
False |
False |
150,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-12 |
|
2.618 |
124-21 |
|
1.618 |
123-19 |
|
1.000 |
122-30 |
|
0.618 |
122-17 |
|
HIGH |
121-28 |
|
0.618 |
121-15 |
|
0.500 |
121-11 |
|
0.382 |
121-07 |
|
LOW |
120-26 |
|
0.618 |
120-05 |
|
1.000 |
119-24 |
|
1.618 |
119-03 |
|
2.618 |
118-01 |
|
4.250 |
116-10 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-15 |
121-06 |
| PP |
121-13 |
120-27 |
| S1 |
121-11 |
120-16 |
|