ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-05 |
121-14 |
0-09 |
0.2% |
122-02 |
| High |
121-21 |
121-18 |
-0-03 |
-0.1% |
122-05 |
| Low |
120-22 |
120-09 |
-0-13 |
-0.3% |
119-08 |
| Close |
121-06 |
120-31 |
-0-07 |
-0.2% |
120-31 |
| Range |
0-31 |
1-09 |
0-10 |
32.3% |
2-29 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.3% |
0-00 |
| Volume |
208,896 |
264,932 |
56,036 |
26.8% |
1,353,023 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-25 |
124-05 |
121-22 |
|
| R3 |
123-16 |
122-28 |
121-10 |
|
| R2 |
122-07 |
122-07 |
121-07 |
|
| R1 |
121-19 |
121-19 |
121-03 |
121-08 |
| PP |
120-30 |
120-30 |
120-30 |
120-25 |
| S1 |
120-10 |
120-10 |
120-27 |
120-00 |
| S2 |
119-21 |
119-21 |
120-23 |
|
| S3 |
118-12 |
119-01 |
120-20 |
|
| S4 |
117-03 |
117-24 |
120-08 |
|
|
| 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% |
1-19 |
1.3% |
59% |
False |
False |
278,342 |
| 10 |
122-07 |
119-08 |
2-31 |
2.5% |
1-15 |
1.2% |
58% |
False |
False |
212,701 |
| 20 |
122-07 |
118-21 |
3-18 |
2.9% |
1-17 |
1.3% |
65% |
False |
False |
208,271 |
| 40 |
128-00 |
118-21 |
9-11 |
7.7% |
1-19 |
1.3% |
25% |
False |
False |
200,376 |
| 60 |
131-22 |
118-21 |
13-01 |
10.8% |
1-16 |
1.2% |
18% |
False |
False |
135,436 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-12 |
1.1% |
15% |
False |
False |
101,604 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-04 |
0.9% |
15% |
False |
False |
81,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-00 |
|
2.618 |
124-29 |
|
1.618 |
123-20 |
|
1.000 |
122-27 |
|
0.618 |
122-11 |
|
HIGH |
121-18 |
|
0.618 |
121-02 |
|
0.500 |
120-30 |
|
0.382 |
120-25 |
|
LOW |
120-09 |
|
0.618 |
119-16 |
|
1.000 |
119-00 |
|
1.618 |
118-07 |
|
2.618 |
116-30 |
|
4.250 |
114-27 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-30 |
120-28 |
| PP |
120-30 |
120-24 |
| S1 |
120-30 |
120-20 |
|