ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
118-16 |
-1-09 |
-1.1% |
118-10 |
| High |
119-25 |
118-18 |
-1-07 |
-1.0% |
120-05 |
| Low |
118-22 |
118-00 |
-0-22 |
-0.6% |
118-01 |
| Close |
119-00 |
118-10 |
-0-22 |
-0.6% |
119-26 |
| Range |
1-03 |
0-18 |
-0-17 |
-48.6% |
2-04 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
920 |
487 |
-433 |
-47.1% |
1,729 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-23 |
118-20 |
|
| R3 |
119-13 |
119-05 |
118-15 |
|
| R2 |
118-27 |
118-27 |
118-13 |
|
| R1 |
118-19 |
118-19 |
118-12 |
118-14 |
| PP |
118-09 |
118-09 |
118-09 |
118-07 |
| S1 |
118-01 |
118-01 |
118-08 |
117-28 |
| S2 |
117-23 |
117-23 |
118-07 |
|
| S3 |
117-05 |
117-15 |
118-05 |
|
| S4 |
116-19 |
116-29 |
118-00 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-28 |
120-31 |
|
| R3 |
123-19 |
122-24 |
120-13 |
|
| R2 |
121-15 |
121-15 |
120-06 |
|
| R1 |
120-20 |
120-20 |
120-00 |
121-02 |
| PP |
119-11 |
119-11 |
119-11 |
119-17 |
| S1 |
118-16 |
118-16 |
119-20 |
118-30 |
| S2 |
117-07 |
117-07 |
119-14 |
|
| S3 |
115-03 |
116-12 |
119-07 |
|
| S4 |
112-31 |
114-08 |
118-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
120-01 |
|
1.618 |
119-15 |
|
1.000 |
119-04 |
|
0.618 |
118-29 |
|
HIGH |
118-18 |
|
0.618 |
118-11 |
|
0.500 |
118-09 |
|
0.382 |
118-07 |
|
LOW |
118-00 |
|
0.618 |
117-21 |
|
1.000 |
117-14 |
|
1.618 |
117-03 |
|
2.618 |
116-17 |
|
4.250 |
115-20 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-10 |
119-00 |
| PP |
118-09 |
118-25 |
| S1 |
118-09 |
118-18 |
|