ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
116-00 |
-0-04 |
-0.1% |
115-22 |
| High |
116-04 |
116-00 |
-0-04 |
-0.1% |
116-04 |
| Low |
115-07 |
116-00 |
0-25 |
0.7% |
115-07 |
| Close |
116-07 |
116-00 |
-0-07 |
-0.2% |
116-00 |
| Range |
0-29 |
0-00 |
-0-29 |
-100.0% |
0-29 |
| ATR |
|
|
|
|
|
| Volume |
4 |
3 |
-1 |
-25.0% |
19 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
116-00 |
116-00 |
|
| R3 |
116-00 |
116-00 |
116-00 |
|
| R2 |
116-00 |
116-00 |
116-00 |
|
| R1 |
116-00 |
116-00 |
116-00 |
116-00 |
| PP |
116-00 |
116-00 |
116-00 |
116-00 |
| S1 |
116-00 |
116-00 |
116-00 |
116-00 |
| S2 |
116-00 |
116-00 |
116-00 |
|
| S3 |
116-00 |
116-00 |
116-00 |
|
| S4 |
116-00 |
116-00 |
116-00 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
118-05 |
116-16 |
|
| R3 |
117-19 |
117-08 |
116-08 |
|
| R2 |
116-22 |
116-22 |
116-05 |
|
| R1 |
116-11 |
116-11 |
116-03 |
116-16 |
| PP |
115-25 |
115-25 |
115-25 |
115-28 |
| S1 |
115-14 |
115-14 |
115-29 |
115-20 |
| S2 |
114-28 |
114-28 |
115-27 |
|
| S3 |
113-31 |
114-17 |
115-24 |
|
| S4 |
113-02 |
113-20 |
115-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-00 |
|
2.618 |
116-00 |
|
1.618 |
116-00 |
|
1.000 |
116-00 |
|
0.618 |
116-00 |
|
HIGH |
116-00 |
|
0.618 |
116-00 |
|
0.500 |
116-00 |
|
0.382 |
116-00 |
|
LOW |
116-00 |
|
0.618 |
116-00 |
|
1.000 |
116-00 |
|
1.618 |
116-00 |
|
2.618 |
116-00 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
115-28 |
| PP |
116-00 |
115-25 |
| S1 |
116-00 |
115-22 |
|