ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
120-16 |
-0-08 |
-0.2% |
121-30 |
| High |
121-03 |
120-23 |
-0-12 |
-0.3% |
122-12 |
| Low |
120-01 |
120-00 |
-0-01 |
0.0% |
119-25 |
| Close |
120-25 |
120-03 |
-0-22 |
-0.6% |
120-26 |
| Range |
1-02 |
0-23 |
-0-11 |
-32.4% |
2-19 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.5% |
0-00 |
| Volume |
6,869 |
14,381 |
7,512 |
109.4% |
249,293 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-14 |
121-31 |
120-16 |
|
| R3 |
121-23 |
121-08 |
120-09 |
|
| R2 |
121-00 |
121-00 |
120-07 |
|
| R1 |
120-17 |
120-17 |
120-05 |
120-13 |
| PP |
120-09 |
120-09 |
120-09 |
120-06 |
| S1 |
119-26 |
119-26 |
120-01 |
119-22 |
| S2 |
119-18 |
119-18 |
119-31 |
|
| S3 |
118-27 |
119-03 |
119-29 |
|
| S4 |
118-04 |
118-12 |
119-22 |
|
|
| 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 |
2.2% |
1-05 |
1.0% |
12% |
False |
False |
23,882 |
| 10 |
122-12 |
119-25 |
2-19 |
2.2% |
1-01 |
0.9% |
12% |
False |
False |
182,426 |
| 20 |
122-12 |
116-26 |
5-18 |
4.6% |
1-03 |
0.9% |
59% |
False |
False |
243,389 |
| 40 |
122-12 |
116-26 |
5-18 |
4.6% |
1-08 |
1.0% |
59% |
False |
False |
276,061 |
| 60 |
122-19 |
116-26 |
5-25 |
4.8% |
1-11 |
1.1% |
57% |
False |
False |
252,877 |
| 80 |
128-06 |
116-26 |
11-12 |
9.5% |
1-14 |
1.2% |
29% |
False |
False |
232,557 |
| 100 |
132-18 |
116-26 |
15-24 |
13.1% |
1-13 |
1.2% |
21% |
False |
False |
186,953 |
| 120 |
134-04 |
116-26 |
17-10 |
14.4% |
1-10 |
1.1% |
19% |
False |
False |
155,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-25 |
|
2.618 |
122-19 |
|
1.618 |
121-28 |
|
1.000 |
121-14 |
|
0.618 |
121-05 |
|
HIGH |
120-23 |
|
0.618 |
120-14 |
|
0.500 |
120-12 |
|
0.382 |
120-09 |
|
LOW |
120-00 |
|
0.618 |
119-18 |
|
1.000 |
119-09 |
|
1.618 |
118-27 |
|
2.618 |
118-04 |
|
4.250 |
116-30 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-12 |
120-14 |
| PP |
120-09 |
120-10 |
| S1 |
120-06 |
120-07 |
|