ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
121-05 |
0-27 |
0.7% |
122-02 |
| High |
121-13 |
121-21 |
0-08 |
0.2% |
122-05 |
| Low |
119-20 |
120-22 |
1-02 |
0.9% |
119-08 |
| Close |
120-31 |
121-06 |
0-07 |
0.2% |
120-31 |
| Range |
1-25 |
0-31 |
-0-26 |
-45.6% |
2-29 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.8% |
0-00 |
| Volume |
331,316 |
208,896 |
-122,420 |
-36.9% |
1,353,023 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-03 |
123-19 |
121-23 |
|
| R3 |
123-04 |
122-20 |
121-15 |
|
| R2 |
122-05 |
122-05 |
121-12 |
|
| R1 |
121-21 |
121-21 |
121-09 |
121-29 |
| PP |
121-06 |
121-06 |
121-06 |
121-10 |
| S1 |
120-22 |
120-22 |
121-03 |
120-30 |
| S2 |
120-07 |
120-07 |
121-00 |
|
| S3 |
119-08 |
119-23 |
120-29 |
|
| S4 |
118-09 |
118-24 |
120-21 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-16 |
128-05 |
122-18 |
|
| R3 |
126-19 |
125-08 |
121-25 |
|
| R2 |
123-22 |
123-22 |
121-16 |
|
| R1 |
122-11 |
122-11 |
121-08 |
121-18 |
| PP |
120-25 |
120-25 |
120-25 |
120-13 |
| S1 |
119-14 |
119-14 |
120-22 |
118-21 |
| S2 |
117-28 |
117-28 |
120-14 |
|
| S3 |
114-31 |
116-17 |
120-05 |
|
| S4 |
112-02 |
113-20 |
119-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-05 |
119-08 |
2-29 |
2.4% |
1-17 |
1.3% |
67% |
False |
False |
268,329 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-19 |
1.3% |
66% |
False |
False |
201,170 |
| 20 |
122-09 |
118-21 |
3-20 |
3.0% |
1-18 |
1.3% |
70% |
False |
False |
206,012 |
| 40 |
128-06 |
118-21 |
9-17 |
7.9% |
1-20 |
1.3% |
27% |
False |
False |
193,766 |
| 60 |
131-22 |
118-21 |
13-01 |
10.8% |
1-16 |
1.2% |
19% |
False |
False |
131,028 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-12 |
1.1% |
16% |
False |
False |
98,295 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-04 |
0.9% |
16% |
False |
False |
78,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-25 |
|
2.618 |
124-06 |
|
1.618 |
123-07 |
|
1.000 |
122-20 |
|
0.618 |
122-08 |
|
HIGH |
121-21 |
|
0.618 |
121-09 |
|
0.500 |
121-06 |
|
0.382 |
121-02 |
|
LOW |
120-22 |
|
0.618 |
120-03 |
|
1.000 |
119-23 |
|
1.618 |
119-04 |
|
2.618 |
118-05 |
|
4.250 |
116-18 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
120-31 |
| PP |
121-06 |
120-25 |
| S1 |
121-06 |
120-18 |
|