ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-14 |
120-31 |
-0-15 |
-0.4% |
122-02 |
| High |
121-18 |
121-04 |
-0-14 |
-0.4% |
122-05 |
| Low |
120-09 |
120-01 |
-0-08 |
-0.2% |
119-08 |
| Close |
120-31 |
120-25 |
-0-06 |
-0.2% |
120-31 |
| Range |
1-09 |
1-03 |
-0-06 |
-14.6% |
2-29 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.1% |
0-00 |
| Volume |
264,932 |
283,901 |
18,969 |
7.2% |
1,353,023 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-14 |
121-12 |
|
| R3 |
122-27 |
122-11 |
121-03 |
|
| R2 |
121-24 |
121-24 |
120-31 |
|
| R1 |
121-08 |
121-08 |
120-28 |
120-30 |
| PP |
120-21 |
120-21 |
120-21 |
120-16 |
| S1 |
120-05 |
120-05 |
120-22 |
119-28 |
| S2 |
119-18 |
119-18 |
120-19 |
|
| S3 |
118-15 |
119-02 |
120-15 |
|
| S4 |
117-12 |
117-31 |
120-06 |
|
|
| 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 |
121-21 |
119-15 |
2-06 |
1.8% |
1-07 |
1.0% |
60% |
False |
False |
262,966 |
| 10 |
122-07 |
119-08 |
2-31 |
2.5% |
1-12 |
1.1% |
52% |
False |
False |
228,522 |
| 20 |
122-07 |
118-21 |
3-18 |
2.9% |
1-15 |
1.2% |
60% |
False |
False |
205,831 |
| 40 |
128-00 |
118-21 |
9-11 |
7.7% |
1-18 |
1.3% |
23% |
False |
False |
207,199 |
| 60 |
131-22 |
118-21 |
13-01 |
10.8% |
1-16 |
1.2% |
16% |
False |
False |
140,129 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-12 |
1.1% |
14% |
False |
False |
105,153 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-05 |
1.0% |
14% |
False |
False |
84,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-25 |
|
2.618 |
124-00 |
|
1.618 |
122-29 |
|
1.000 |
122-07 |
|
0.618 |
121-26 |
|
HIGH |
121-04 |
|
0.618 |
120-23 |
|
0.500 |
120-18 |
|
0.382 |
120-14 |
|
LOW |
120-01 |
|
0.618 |
119-11 |
|
1.000 |
118-30 |
|
1.618 |
118-08 |
|
2.618 |
117-05 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-23 |
120-27 |
| PP |
120-21 |
120-26 |
| S1 |
120-18 |
120-26 |
|