ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
117-07 |
117-06 |
-0-01 |
0.0% |
116-15 |
| High |
117-18 |
118-01 |
0-15 |
0.4% |
117-06 |
| Low |
116-29 |
117-00 |
0-03 |
0.1% |
115-07 |
| Close |
117-12 |
117-11 |
-0-01 |
0.0% |
116-25 |
| Range |
0-21 |
1-01 |
0-12 |
57.1% |
1-31 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.8% |
0-00 |
| Volume |
5,290 |
4,117 |
-1,173 |
-22.2% |
22,962 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
119-31 |
117-29 |
|
| R3 |
119-17 |
118-30 |
117-20 |
|
| R2 |
118-16 |
118-16 |
117-17 |
|
| R1 |
117-29 |
117-29 |
117-14 |
118-06 |
| PP |
117-15 |
117-15 |
117-15 |
117-19 |
| S1 |
116-28 |
116-28 |
117-08 |
117-06 |
| S2 |
116-14 |
116-14 |
117-05 |
|
| S3 |
115-13 |
115-27 |
117-02 |
|
| S4 |
114-12 |
114-26 |
116-25 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-16 |
117-28 |
|
| R3 |
120-11 |
119-17 |
117-10 |
|
| R2 |
118-12 |
118-12 |
117-05 |
|
| R1 |
117-18 |
117-18 |
116-31 |
117-31 |
| PP |
116-13 |
116-13 |
116-13 |
116-19 |
| S1 |
115-19 |
115-19 |
116-19 |
116-00 |
| S2 |
114-14 |
114-14 |
116-13 |
|
| S3 |
112-15 |
113-20 |
116-08 |
|
| S4 |
110-16 |
111-21 |
115-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
120-23 |
|
1.618 |
119-22 |
|
1.000 |
119-02 |
|
0.618 |
118-21 |
|
HIGH |
118-01 |
|
0.618 |
117-20 |
|
0.500 |
117-16 |
|
0.382 |
117-13 |
|
LOW |
117-00 |
|
0.618 |
116-12 |
|
1.000 |
115-31 |
|
1.618 |
115-11 |
|
2.618 |
114-10 |
|
4.250 |
112-20 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-16 |
117-10 |
| PP |
117-15 |
117-10 |
| S1 |
117-13 |
117-10 |
|