ECBOT 30 Year Treasury Bond Future June 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 |
119-06 |
119-10 |
0-04 |
0.1% |
116-28 |
| High |
119-30 |
120-11 |
0-13 |
0.3% |
118-03 |
| Low |
118-30 |
119-08 |
0-10 |
0.3% |
116-18 |
| Close |
119-08 |
119-31 |
0-23 |
0.6% |
117-20 |
| Range |
1-00 |
1-03 |
0-03 |
9.4% |
1-17 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.2% |
0-00 |
| Volume |
152,607 |
243,015 |
90,408 |
59.2% |
42,326 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-04 |
122-21 |
120-18 |
|
| R3 |
122-01 |
121-18 |
120-09 |
|
| R2 |
120-30 |
120-30 |
120-05 |
|
| R1 |
120-15 |
120-15 |
120-02 |
120-22 |
| PP |
119-27 |
119-27 |
119-27 |
119-31 |
| S1 |
119-12 |
119-12 |
119-28 |
119-20 |
| S2 |
118-24 |
118-24 |
119-25 |
|
| S3 |
117-21 |
118-09 |
119-21 |
|
| S4 |
116-18 |
117-06 |
119-12 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
121-11 |
118-15 |
|
| R3 |
120-16 |
119-26 |
118-01 |
|
| R2 |
118-31 |
118-31 |
117-29 |
|
| R1 |
118-09 |
118-09 |
117-24 |
118-20 |
| PP |
117-14 |
117-14 |
117-14 |
117-19 |
| S1 |
116-24 |
116-24 |
117-16 |
117-03 |
| S2 |
115-29 |
115-29 |
117-11 |
|
| S3 |
114-12 |
115-07 |
117-07 |
|
| S4 |
112-27 |
113-22 |
116-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-07 |
|
1.618 |
122-04 |
|
1.000 |
121-14 |
|
0.618 |
121-01 |
|
HIGH |
120-11 |
|
0.618 |
119-30 |
|
0.500 |
119-26 |
|
0.382 |
119-21 |
|
LOW |
119-08 |
|
0.618 |
118-18 |
|
1.000 |
118-05 |
|
1.618 |
117-15 |
|
2.618 |
116-12 |
|
4.250 |
114-19 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-29 |
119-21 |
| PP |
119-27 |
119-11 |
| S1 |
119-26 |
119-00 |
|