ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122-05 |
120-30 |
-1-07 |
-1.0% |
119-05 |
| High |
122-12 |
121-05 |
-1-07 |
-1.0% |
121-30 |
| Low |
120-28 |
119-30 |
-0-30 |
-0.8% |
119-04 |
| Close |
121-02 |
119-31 |
-1-03 |
-0.9% |
121-23 |
| Range |
1-16 |
1-07 |
-0-09 |
-18.8% |
2-26 |
| ATR |
1-07 |
1-07 |
0-00 |
0.1% |
0-00 |
| Volume |
41,961 |
34,994 |
-6,967 |
-16.6% |
1,553,724 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-00 |
123-07 |
120-20 |
|
| R3 |
122-25 |
122-00 |
120-10 |
|
| R2 |
121-18 |
121-18 |
120-06 |
|
| R1 |
120-25 |
120-25 |
120-03 |
120-18 |
| PP |
120-11 |
120-11 |
120-11 |
120-08 |
| S1 |
119-18 |
119-18 |
119-27 |
119-11 |
| S2 |
119-04 |
119-04 |
119-24 |
|
| S3 |
117-29 |
118-11 |
119-20 |
|
| S4 |
116-22 |
117-04 |
119-10 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-11 |
123-08 |
|
| R3 |
126-18 |
125-17 |
122-16 |
|
| R2 |
123-24 |
123-24 |
122-08 |
|
| R1 |
122-23 |
122-23 |
121-31 |
123-08 |
| PP |
120-30 |
120-30 |
120-30 |
121-06 |
| S1 |
119-29 |
119-29 |
121-15 |
120-14 |
| S2 |
118-04 |
118-04 |
121-06 |
|
| S3 |
115-10 |
117-03 |
120-30 |
|
| S4 |
112-16 |
114-09 |
120-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
119-30 |
2-14 |
2.0% |
1-02 |
0.9% |
1% |
False |
True |
116,200 |
| 10 |
122-12 |
118-22 |
3-22 |
3.1% |
1-03 |
0.9% |
35% |
False |
False |
244,233 |
| 20 |
122-12 |
116-26 |
5-18 |
4.6% |
1-04 |
0.9% |
57% |
False |
False |
289,975 |
| 40 |
122-12 |
116-26 |
5-18 |
4.6% |
1-10 |
1.1% |
57% |
False |
False |
297,947 |
| 60 |
125-11 |
116-26 |
8-17 |
7.1% |
1-13 |
1.2% |
37% |
False |
False |
270,713 |
| 80 |
129-22 |
116-26 |
12-28 |
10.7% |
1-14 |
1.2% |
25% |
False |
False |
232,373 |
| 100 |
133-21 |
116-26 |
16-27 |
14.0% |
1-13 |
1.2% |
19% |
False |
False |
186,533 |
| 120 |
134-04 |
116-26 |
17-10 |
14.4% |
1-10 |
1.1% |
18% |
False |
False |
155,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-11 |
|
2.618 |
124-11 |
|
1.618 |
123-04 |
|
1.000 |
122-12 |
|
0.618 |
121-29 |
|
HIGH |
121-05 |
|
0.618 |
120-22 |
|
0.500 |
120-18 |
|
0.382 |
120-13 |
|
LOW |
119-30 |
|
0.618 |
119-06 |
|
1.000 |
118-23 |
|
1.618 |
117-31 |
|
2.618 |
116-24 |
|
4.250 |
114-24 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-18 |
121-05 |
| PP |
120-11 |
120-24 |
| S1 |
120-05 |
120-12 |
|