ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-30 |
120-07 |
-0-23 |
-0.6% |
121-30 |
| High |
121-05 |
121-01 |
-0-04 |
-0.1% |
122-12 |
| Low |
119-30 |
119-25 |
-0-05 |
-0.1% |
119-25 |
| Close |
119-31 |
120-26 |
0-27 |
0.7% |
120-26 |
| Range |
1-07 |
1-08 |
0-01 |
2.6% |
2-19 |
| ATR |
1-07 |
1-07 |
0-00 |
0.3% |
0-00 |
| Volume |
34,994 |
21,207 |
-13,787 |
-39.4% |
249,293 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-26 |
121-16 |
|
| R3 |
123-01 |
122-18 |
121-05 |
|
| R2 |
121-25 |
121-25 |
121-01 |
|
| R1 |
121-10 |
121-10 |
120-30 |
121-18 |
| PP |
120-17 |
120-17 |
120-17 |
120-21 |
| S1 |
120-02 |
120-02 |
120-22 |
120-10 |
| S2 |
119-09 |
119-09 |
120-19 |
|
| S3 |
118-01 |
118-26 |
120-15 |
|
| S4 |
116-25 |
117-18 |
120-04 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-25 |
127-12 |
122-08 |
|
| R3 |
126-06 |
124-25 |
121-17 |
|
| R2 |
123-19 |
123-19 |
121-09 |
|
| R1 |
122-06 |
122-06 |
121-02 |
121-19 |
| PP |
121-00 |
121-00 |
121-00 |
120-22 |
| S1 |
119-19 |
119-19 |
120-18 |
119-00 |
| S2 |
118-13 |
118-13 |
120-11 |
|
| S3 |
115-26 |
117-00 |
120-03 |
|
| S4 |
113-07 |
114-13 |
119-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
119-25 |
2-19 |
2.1% |
1-04 |
0.9% |
40% |
False |
True |
49,858 |
| 10 |
122-12 |
118-22 |
3-22 |
3.1% |
1-04 |
0.9% |
58% |
False |
False |
210,844 |
| 20 |
122-12 |
116-26 |
5-18 |
4.6% |
1-05 |
0.9% |
72% |
False |
False |
274,909 |
| 40 |
122-12 |
116-26 |
5-18 |
4.6% |
1-08 |
1.0% |
72% |
False |
False |
289,457 |
| 60 |
123-00 |
116-26 |
6-06 |
5.1% |
1-12 |
1.1% |
65% |
False |
False |
264,803 |
| 80 |
129-13 |
116-26 |
12-19 |
10.4% |
1-15 |
1.2% |
32% |
False |
False |
232,508 |
| 100 |
133-21 |
116-26 |
16-27 |
13.9% |
1-13 |
1.2% |
24% |
False |
False |
186,742 |
| 120 |
134-04 |
116-26 |
17-10 |
14.3% |
1-10 |
1.1% |
23% |
False |
False |
155,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-11 |
|
2.618 |
124-10 |
|
1.618 |
123-02 |
|
1.000 |
122-09 |
|
0.618 |
121-26 |
|
HIGH |
121-01 |
|
0.618 |
120-18 |
|
0.500 |
120-13 |
|
0.382 |
120-08 |
|
LOW |
119-25 |
|
0.618 |
119-00 |
|
1.000 |
118-17 |
|
1.618 |
117-24 |
|
2.618 |
116-16 |
|
4.250 |
114-15 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
121-02 |
| PP |
120-17 |
121-00 |
| S1 |
120-13 |
120-29 |
|