ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-17 |
0-14 |
0.4% |
117-24 |
| High |
120-21 |
120-26 |
0-05 |
0.1% |
120-11 |
| Low |
119-14 |
119-09 |
-0-05 |
-0.1% |
117-22 |
| Close |
120-13 |
119-15 |
-0-30 |
-0.8% |
120-05 |
| Range |
1-07 |
1-17 |
0-10 |
25.6% |
2-21 |
| ATR |
1-02 |
1-03 |
0-01 |
3.0% |
0-00 |
| Volume |
391,802 |
373,856 |
-17,946 |
-4.6% |
801,504 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-16 |
120-10 |
|
| R3 |
122-29 |
121-31 |
119-28 |
|
| R2 |
121-12 |
121-12 |
119-24 |
|
| R1 |
120-14 |
120-14 |
119-19 |
120-04 |
| PP |
119-27 |
119-27 |
119-27 |
119-23 |
| S1 |
118-29 |
118-29 |
119-11 |
118-20 |
| S2 |
118-10 |
118-10 |
119-06 |
|
| S3 |
116-25 |
117-12 |
119-02 |
|
| S4 |
115-08 |
115-27 |
118-20 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
126-13 |
121-20 |
|
| R3 |
124-23 |
123-24 |
120-28 |
|
| R2 |
122-02 |
122-02 |
120-21 |
|
| R1 |
121-03 |
121-03 |
120-13 |
121-18 |
| PP |
119-13 |
119-13 |
119-13 |
119-20 |
| S1 |
118-14 |
118-14 |
119-29 |
118-30 |
| S2 |
116-24 |
116-24 |
119-21 |
|
| S3 |
114-03 |
115-25 |
119-14 |
|
| S4 |
111-14 |
113-04 |
118-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-10 |
|
2.618 |
124-26 |
|
1.618 |
123-09 |
|
1.000 |
122-11 |
|
0.618 |
121-24 |
|
HIGH |
120-26 |
|
0.618 |
120-07 |
|
0.500 |
120-02 |
|
0.382 |
119-28 |
|
LOW |
119-09 |
|
0.618 |
118-11 |
|
1.000 |
117-24 |
|
1.618 |
116-26 |
|
2.618 |
115-09 |
|
4.250 |
112-25 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
120-02 |
| PP |
119-27 |
119-27 |
| S1 |
119-21 |
119-21 |
|