ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
117-08 |
-0-29 |
-0.8% |
119-25 |
| High |
118-05 |
117-14 |
-0-23 |
-0.6% |
119-25 |
| Low |
117-09 |
116-03 |
-1-06 |
-1.0% |
116-03 |
| Close |
117-15 |
116-06 |
-1-09 |
-1.1% |
116-06 |
| Range |
0-28 |
1-11 |
0-15 |
53.6% |
3-22 |
| ATR |
1-07 |
1-08 |
0-00 |
0.9% |
0-00 |
| Volume |
3,543 |
2,751 |
-792 |
-22.4% |
8,631 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
119-24 |
116-30 |
|
| R3 |
119-08 |
118-13 |
116-18 |
|
| R2 |
117-29 |
117-29 |
116-14 |
|
| R1 |
117-02 |
117-02 |
116-10 |
116-26 |
| PP |
116-18 |
116-18 |
116-18 |
116-14 |
| S1 |
115-23 |
115-23 |
116-02 |
115-15 |
| S2 |
115-07 |
115-07 |
115-30 |
|
| S3 |
113-28 |
114-12 |
115-26 |
|
| S4 |
112-17 |
113-01 |
115-14 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-13 |
126-00 |
118-07 |
|
| R3 |
124-23 |
122-10 |
117-06 |
|
| R2 |
121-01 |
121-01 |
116-28 |
|
| R1 |
118-20 |
118-20 |
116-17 |
118-00 |
| PP |
117-11 |
117-11 |
117-11 |
117-01 |
| S1 |
114-30 |
114-30 |
115-27 |
114-10 |
| S2 |
113-21 |
113-21 |
115-16 |
|
| S3 |
109-31 |
111-08 |
115-06 |
|
| S4 |
106-09 |
107-18 |
114-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-05 |
|
2.618 |
120-31 |
|
1.618 |
119-20 |
|
1.000 |
118-25 |
|
0.618 |
118-09 |
|
HIGH |
117-14 |
|
0.618 |
116-30 |
|
0.500 |
116-24 |
|
0.382 |
116-19 |
|
LOW |
116-03 |
|
0.618 |
115-08 |
|
1.000 |
114-24 |
|
1.618 |
113-29 |
|
2.618 |
112-18 |
|
4.250 |
110-12 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
117-18 |
| PP |
116-18 |
117-03 |
| S1 |
116-12 |
116-21 |
|