ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-09 |
120-18 |
0-09 |
0.2% |
120-06 |
| High |
120-25 |
121-21 |
0-28 |
0.7% |
121-26 |
| Low |
119-19 |
119-21 |
0-02 |
0.1% |
119-19 |
| Close |
120-23 |
121-14 |
0-23 |
0.6% |
121-14 |
| Range |
1-06 |
2-00 |
0-26 |
68.4% |
2-07 |
| ATR |
1-15 |
1-16 |
0-01 |
2.6% |
0-00 |
| Volume |
323,834 |
387,584 |
63,750 |
19.7% |
1,620,318 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-29 |
126-06 |
122-17 |
|
| R3 |
124-29 |
124-06 |
122-00 |
|
| R2 |
122-29 |
122-29 |
121-26 |
|
| R1 |
122-06 |
122-06 |
121-20 |
122-18 |
| PP |
120-29 |
120-29 |
120-29 |
121-03 |
| S1 |
120-06 |
120-06 |
121-08 |
120-18 |
| S2 |
118-29 |
118-29 |
121-02 |
|
| S3 |
116-29 |
118-06 |
120-28 |
|
| S4 |
114-29 |
116-06 |
120-11 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-24 |
122-21 |
|
| R3 |
125-12 |
124-17 |
122-02 |
|
| R2 |
123-05 |
123-05 |
121-27 |
|
| R1 |
122-10 |
122-10 |
121-21 |
122-24 |
| PP |
120-30 |
120-30 |
120-30 |
121-05 |
| S1 |
120-03 |
120-03 |
121-07 |
120-16 |
| S2 |
118-23 |
118-23 |
121-01 |
|
| S3 |
116-16 |
117-28 |
120-26 |
|
| S4 |
114-09 |
115-21 |
120-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-26 |
119-19 |
2-07 |
1.8% |
1-15 |
1.2% |
83% |
False |
False |
324,063 |
| 10 |
122-02 |
119-09 |
2-25 |
2.3% |
1-15 |
1.2% |
78% |
False |
False |
310,760 |
| 20 |
122-07 |
119-08 |
2-31 |
2.4% |
1-14 |
1.2% |
74% |
False |
False |
285,922 |
| 40 |
125-22 |
118-21 |
7-01 |
5.8% |
1-17 |
1.3% |
40% |
False |
False |
261,728 |
| 60 |
131-16 |
118-21 |
12-27 |
10.6% |
1-19 |
1.3% |
22% |
False |
False |
198,401 |
| 80 |
134-04 |
118-21 |
15-15 |
12.7% |
1-14 |
1.2% |
18% |
False |
False |
149,241 |
| 100 |
134-04 |
118-21 |
15-15 |
12.7% |
1-09 |
1.1% |
18% |
False |
False |
119,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-05 |
|
2.618 |
126-29 |
|
1.618 |
124-29 |
|
1.000 |
123-21 |
|
0.618 |
122-29 |
|
HIGH |
121-21 |
|
0.618 |
120-29 |
|
0.500 |
120-21 |
|
0.382 |
120-13 |
|
LOW |
119-21 |
|
0.618 |
118-13 |
|
1.000 |
117-21 |
|
1.618 |
116-13 |
|
2.618 |
114-13 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
121-05 |
| PP |
120-29 |
120-29 |
| S1 |
120-21 |
120-20 |
|