ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-31 |
120-18 |
-0-13 |
-0.3% |
122-02 |
| High |
121-04 |
121-24 |
0-20 |
0.5% |
122-05 |
| Low |
120-01 |
120-08 |
0-07 |
0.2% |
119-08 |
| Close |
120-25 |
121-15 |
0-22 |
0.6% |
120-31 |
| Range |
1-03 |
1-16 |
0-13 |
37.1% |
2-29 |
| ATR |
1-16 |
1-16 |
0-00 |
0.0% |
0-00 |
| Volume |
283,901 |
420,139 |
136,238 |
48.0% |
1,353,023 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-21 |
125-02 |
122-09 |
|
| R3 |
124-05 |
123-18 |
121-28 |
|
| R2 |
122-21 |
122-21 |
121-24 |
|
| R1 |
122-02 |
122-02 |
121-19 |
122-12 |
| PP |
121-05 |
121-05 |
121-05 |
121-10 |
| S1 |
120-18 |
120-18 |
121-11 |
120-28 |
| S2 |
119-21 |
119-21 |
121-06 |
|
| S3 |
118-05 |
119-02 |
121-02 |
|
| S4 |
116-21 |
117-18 |
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 |
121-24 |
119-20 |
2-04 |
1.7% |
1-10 |
1.1% |
87% |
True |
False |
301,836 |
| 10 |
122-07 |
119-08 |
2-31 |
2.4% |
1-14 |
1.2% |
75% |
False |
False |
261,084 |
| 20 |
122-07 |
118-22 |
3-17 |
2.9% |
1-14 |
1.2% |
79% |
False |
False |
211,454 |
| 40 |
128-00 |
118-21 |
9-11 |
7.7% |
1-17 |
1.3% |
30% |
False |
False |
217,110 |
| 60 |
131-22 |
118-21 |
13-01 |
10.7% |
1-16 |
1.2% |
22% |
False |
False |
147,120 |
| 80 |
134-04 |
118-21 |
15-15 |
12.7% |
1-12 |
1.1% |
18% |
False |
False |
110,404 |
| 100 |
134-04 |
118-21 |
15-15 |
12.7% |
1-05 |
1.0% |
18% |
False |
False |
88,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-04 |
|
2.618 |
125-22 |
|
1.618 |
124-06 |
|
1.000 |
123-08 |
|
0.618 |
122-22 |
|
HIGH |
121-24 |
|
0.618 |
121-06 |
|
0.500 |
121-00 |
|
0.382 |
120-26 |
|
LOW |
120-08 |
|
0.618 |
119-10 |
|
1.000 |
118-24 |
|
1.618 |
117-26 |
|
2.618 |
116-10 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-10 |
121-09 |
| PP |
121-05 |
121-03 |
| S1 |
121-00 |
120-28 |
|