ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-17 |
119-21 |
-1-28 |
-1.5% |
120-14 |
| High |
122-05 |
120-15 |
-1-22 |
-1.4% |
122-07 |
| Low |
119-08 |
119-15 |
0-07 |
0.2% |
119-06 |
| Close |
119-15 |
120-03 |
0-20 |
0.5% |
122-04 |
| Range |
2-29 |
1-00 |
-1-29 |
-65.6% |
3-01 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.8% |
0-00 |
| Volume |
360,779 |
225,789 |
-134,990 |
-37.4% |
535,978 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-00 |
122-18 |
120-21 |
|
| R3 |
122-00 |
121-18 |
120-12 |
|
| R2 |
121-00 |
121-00 |
120-09 |
|
| R1 |
120-18 |
120-18 |
120-06 |
120-25 |
| PP |
120-00 |
120-00 |
120-00 |
120-04 |
| S1 |
119-18 |
119-18 |
120-00 |
119-25 |
| S2 |
119-00 |
119-00 |
119-29 |
|
| S3 |
118-00 |
118-18 |
119-26 |
|
| S4 |
117-00 |
117-18 |
119-17 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-09 |
129-07 |
123-25 |
|
| R3 |
127-08 |
126-06 |
122-31 |
|
| R2 |
124-07 |
124-07 |
122-22 |
|
| R1 |
123-05 |
123-05 |
122-13 |
123-22 |
| PP |
121-06 |
121-06 |
121-06 |
121-14 |
| S1 |
120-04 |
120-04 |
121-27 |
120-21 |
| S2 |
118-05 |
118-05 |
121-18 |
|
| S3 |
115-04 |
117-03 |
121-09 |
|
| S4 |
112-03 |
114-02 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-07 |
119-08 |
2-31 |
2.5% |
1-17 |
1.3% |
28% |
False |
False |
220,331 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-18 |
1.3% |
30% |
False |
False |
164,276 |
| 20 |
122-20 |
118-21 |
3-31 |
3.3% |
1-18 |
1.3% |
36% |
False |
False |
206,755 |
| 40 |
128-06 |
118-21 |
9-17 |
7.9% |
1-20 |
1.3% |
15% |
False |
False |
181,044 |
| 60 |
132-18 |
118-21 |
13-29 |
11.6% |
1-16 |
1.3% |
10% |
False |
False |
122,029 |
| 80 |
134-04 |
118-21 |
15-15 |
12.9% |
1-11 |
1.1% |
9% |
False |
False |
91,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-23 |
|
2.618 |
123-03 |
|
1.618 |
122-03 |
|
1.000 |
121-15 |
|
0.618 |
121-03 |
|
HIGH |
120-15 |
|
0.618 |
120-03 |
|
0.500 |
119-31 |
|
0.382 |
119-27 |
|
LOW |
119-15 |
|
0.618 |
118-27 |
|
1.000 |
118-15 |
|
1.618 |
117-27 |
|
2.618 |
116-27 |
|
4.250 |
115-07 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
120-22 |
| PP |
120-00 |
120-16 |
| S1 |
119-31 |
120-10 |
|