ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-28 |
122-11 |
1-15 |
1.2% |
120-24 |
| High |
122-14 |
122-21 |
0-07 |
0.2% |
122-21 |
| Low |
120-25 |
121-20 |
0-27 |
0.7% |
119-31 |
| Close |
121-29 |
121-28 |
-0-01 |
0.0% |
121-28 |
| Range |
1-21 |
1-01 |
-0-20 |
-37.7% |
2-22 |
| ATR |
1-07 |
1-06 |
0-00 |
-1.0% |
0-00 |
| Volume |
7,517 |
5,865 |
-1,652 |
-22.0% |
42,405 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-05 |
124-17 |
122-14 |
|
| R3 |
124-04 |
123-16 |
122-05 |
|
| R2 |
123-03 |
123-03 |
122-02 |
|
| R1 |
122-15 |
122-15 |
121-31 |
122-08 |
| PP |
122-02 |
122-02 |
122-02 |
121-30 |
| S1 |
121-14 |
121-14 |
121-25 |
121-08 |
| S2 |
121-01 |
121-01 |
121-22 |
|
| S3 |
120-00 |
120-13 |
121-19 |
|
| S4 |
118-31 |
119-12 |
121-10 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-18 |
128-13 |
123-11 |
|
| R3 |
126-28 |
125-23 |
122-20 |
|
| R2 |
124-06 |
124-06 |
122-12 |
|
| R1 |
123-01 |
123-01 |
122-04 |
123-20 |
| PP |
121-16 |
121-16 |
121-16 |
121-25 |
| S1 |
120-11 |
120-11 |
121-20 |
120-30 |
| S2 |
118-26 |
118-26 |
121-12 |
|
| S3 |
116-04 |
117-21 |
121-04 |
|
| S4 |
113-14 |
114-31 |
120-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-21 |
119-31 |
2-22 |
2.2% |
1-04 |
0.9% |
71% |
True |
False |
8,481 |
| 10 |
122-21 |
119-25 |
2-28 |
2.4% |
1-04 |
0.9% |
73% |
True |
False |
29,169 |
| 20 |
122-21 |
117-21 |
5-00 |
4.1% |
1-03 |
0.9% |
84% |
True |
False |
190,140 |
| 40 |
122-21 |
116-26 |
5-27 |
4.8% |
1-08 |
1.0% |
87% |
True |
False |
257,647 |
| 60 |
122-21 |
116-26 |
5-27 |
4.8% |
1-10 |
1.1% |
87% |
True |
False |
240,375 |
| 80 |
128-00 |
116-26 |
11-06 |
9.2% |
1-13 |
1.2% |
45% |
False |
False |
232,423 |
| 100 |
131-22 |
116-26 |
14-28 |
12.2% |
1-13 |
1.2% |
34% |
False |
False |
187,136 |
| 120 |
134-04 |
116-26 |
17-10 |
14.2% |
1-11 |
1.1% |
29% |
False |
False |
155,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-01 |
|
2.618 |
125-11 |
|
1.618 |
124-10 |
|
1.000 |
123-22 |
|
0.618 |
123-09 |
|
HIGH |
122-21 |
|
0.618 |
122-08 |
|
0.500 |
122-04 |
|
0.382 |
122-01 |
|
LOW |
121-20 |
|
0.618 |
121-00 |
|
1.000 |
120-19 |
|
1.618 |
119-31 |
|
2.618 |
118-30 |
|
4.250 |
117-08 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-04 |
121-22 |
| PP |
122-02 |
121-16 |
| S1 |
121-31 |
121-10 |
|