ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-19 |
120-06 |
0-19 |
0.5% |
120-31 |
| High |
120-10 |
120-23 |
0-13 |
0.3% |
121-24 |
| Low |
119-11 |
119-25 |
0-14 |
0.4% |
119-09 |
| Close |
120-03 |
120-10 |
0-07 |
0.2% |
120-03 |
| Range |
0-31 |
0-30 |
-0-01 |
-3.2% |
2-15 |
| ATR |
1-16 |
1-14 |
-0-01 |
-2.6% |
0-00 |
| Volume |
319,295 |
207,300 |
-111,995 |
-35.1% |
1,219,057 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-03 |
122-20 |
120-26 |
|
| R3 |
122-05 |
121-22 |
120-18 |
|
| R2 |
121-07 |
121-07 |
120-16 |
|
| R1 |
120-24 |
120-24 |
120-13 |
121-00 |
| PP |
120-09 |
120-09 |
120-09 |
120-12 |
| S1 |
119-26 |
119-26 |
120-07 |
120-02 |
| S2 |
119-11 |
119-11 |
120-04 |
|
| S3 |
118-13 |
118-28 |
120-02 |
|
| S4 |
117-15 |
117-30 |
119-26 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-25 |
126-13 |
121-14 |
|
| R3 |
125-10 |
123-30 |
120-25 |
|
| R2 |
122-27 |
122-27 |
120-17 |
|
| R1 |
121-15 |
121-15 |
120-10 |
120-30 |
| PP |
120-12 |
120-12 |
120-12 |
120-03 |
| S1 |
119-00 |
119-00 |
119-28 |
118-14 |
| S2 |
117-29 |
117-29 |
119-21 |
|
| S3 |
115-14 |
116-17 |
119-13 |
|
| S4 |
112-31 |
114-02 |
118-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-24 |
119-09 |
2-15 |
2.1% |
1-13 |
1.2% |
42% |
False |
False |
285,271 |
| 10 |
122-02 |
119-09 |
2-25 |
2.3% |
1-10 |
1.1% |
37% |
False |
False |
287,245 |
| 20 |
122-07 |
119-06 |
3-01 |
2.5% |
1-16 |
1.2% |
37% |
False |
False |
238,072 |
| 40 |
128-00 |
118-21 |
9-11 |
7.8% |
1-17 |
1.3% |
18% |
False |
False |
251,024 |
| 60 |
131-16 |
118-21 |
12-27 |
10.7% |
1-18 |
1.3% |
13% |
False |
False |
175,175 |
| 80 |
134-04 |
118-21 |
15-15 |
12.9% |
1-13 |
1.2% |
11% |
False |
False |
131,582 |
| 100 |
134-04 |
118-21 |
15-15 |
12.9% |
1-08 |
1.0% |
11% |
False |
False |
105,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
123-06 |
|
1.618 |
122-08 |
|
1.000 |
121-21 |
|
0.618 |
121-10 |
|
HIGH |
120-23 |
|
0.618 |
120-12 |
|
0.500 |
120-08 |
|
0.382 |
120-04 |
|
LOW |
119-25 |
|
0.618 |
119-06 |
|
1.000 |
118-27 |
|
1.618 |
118-08 |
|
2.618 |
117-10 |
|
4.250 |
115-26 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-09 |
120-12 |
| PP |
120-09 |
120-11 |
| S1 |
120-08 |
120-10 |
|