ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-15 |
120-09 |
-1-06 |
-1.0% |
120-31 |
| High |
121-16 |
120-25 |
-0-23 |
-0.6% |
121-24 |
| Low |
119-30 |
119-19 |
-0-11 |
-0.3% |
119-09 |
| Close |
120-02 |
120-23 |
0-21 |
0.5% |
120-03 |
| Range |
1-18 |
1-06 |
-0-12 |
-24.0% |
2-15 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.5% |
0-00 |
| Volume |
325,019 |
323,834 |
-1,185 |
-0.4% |
1,219,057 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-16 |
121-12 |
|
| R3 |
122-24 |
122-10 |
121-01 |
|
| R2 |
121-18 |
121-18 |
120-30 |
|
| R1 |
121-04 |
121-04 |
120-26 |
121-11 |
| PP |
120-12 |
120-12 |
120-12 |
120-15 |
| S1 |
119-30 |
119-30 |
120-20 |
120-05 |
| S2 |
119-06 |
119-06 |
120-16 |
|
| S3 |
118-00 |
118-24 |
120-13 |
|
| S4 |
116-26 |
117-18 |
120-02 |
|
|
| 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 |
121-26 |
119-11 |
2-15 |
2.0% |
1-09 |
1.1% |
56% |
False |
False |
310,405 |
| 10 |
122-02 |
119-09 |
2-25 |
2.3% |
1-13 |
1.2% |
52% |
False |
False |
314,015 |
| 20 |
122-07 |
119-08 |
2-31 |
2.5% |
1-12 |
1.2% |
49% |
False |
False |
271,269 |
| 40 |
127-06 |
118-21 |
8-17 |
7.1% |
1-18 |
1.3% |
24% |
False |
False |
260,012 |
| 60 |
131-16 |
118-21 |
12-27 |
10.6% |
1-18 |
1.3% |
16% |
False |
False |
192,025 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-14 |
1.2% |
13% |
False |
False |
144,397 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-09 |
1.1% |
13% |
False |
False |
115,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-26 |
|
2.618 |
123-28 |
|
1.618 |
122-22 |
|
1.000 |
121-31 |
|
0.618 |
121-16 |
|
HIGH |
120-25 |
|
0.618 |
120-10 |
|
0.500 |
120-06 |
|
0.382 |
120-02 |
|
LOW |
119-19 |
|
0.618 |
118-28 |
|
1.000 |
118-13 |
|
1.618 |
117-22 |
|
2.618 |
116-16 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-17 |
120-23 |
| PP |
120-12 |
120-23 |
| S1 |
120-06 |
120-22 |
|