ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
123-07 |
124-24 |
1-17 |
1.2% |
120-24 |
| High |
125-06 |
124-24 |
-0-14 |
-0.3% |
122-21 |
| Low |
122-22 |
123-03 |
0-13 |
0.3% |
119-31 |
| Close |
124-02 |
123-16 |
-0-18 |
-0.5% |
121-28 |
| Range |
2-16 |
1-21 |
-0-27 |
-33.8% |
2-22 |
| ATR |
1-10 |
1-11 |
0-01 |
1.8% |
0-00 |
| Volume |
4,631 |
1,553 |
-3,078 |
-66.5% |
42,405 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-24 |
127-25 |
124-13 |
|
| R3 |
127-03 |
126-04 |
123-31 |
|
| R2 |
125-14 |
125-14 |
123-26 |
|
| R1 |
124-15 |
124-15 |
123-21 |
124-04 |
| PP |
123-25 |
123-25 |
123-25 |
123-20 |
| S1 |
122-26 |
122-26 |
123-11 |
122-15 |
| S2 |
122-04 |
122-04 |
123-06 |
|
| S3 |
120-15 |
121-05 |
123-01 |
|
| S4 |
118-26 |
119-16 |
122-19 |
|
|
| 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 |
125-06 |
121-12 |
3-26 |
3.1% |
1-19 |
1.3% |
56% |
False |
False |
3,419 |
| 10 |
125-06 |
119-25 |
5-13 |
4.4% |
1-12 |
1.1% |
69% |
False |
False |
7,484 |
| 20 |
125-06 |
118-22 |
6-16 |
5.3% |
1-08 |
1.0% |
74% |
False |
False |
125,859 |
| 40 |
125-06 |
116-26 |
8-12 |
6.8% |
1-09 |
1.0% |
80% |
False |
False |
227,432 |
| 60 |
125-06 |
116-26 |
8-12 |
6.8% |
1-10 |
1.1% |
80% |
False |
False |
223,099 |
| 80 |
128-00 |
116-26 |
11-06 |
9.1% |
1-14 |
1.2% |
60% |
False |
False |
231,645 |
| 100 |
131-16 |
116-26 |
14-22 |
11.9% |
1-14 |
1.2% |
46% |
False |
False |
187,190 |
| 120 |
134-04 |
116-26 |
17-10 |
14.0% |
1-12 |
1.1% |
39% |
False |
False |
156,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-25 |
|
2.618 |
129-03 |
|
1.618 |
127-14 |
|
1.000 |
126-13 |
|
0.618 |
125-25 |
|
HIGH |
124-24 |
|
0.618 |
124-04 |
|
0.500 |
123-30 |
|
0.382 |
123-23 |
|
LOW |
123-03 |
|
0.618 |
122-02 |
|
1.000 |
121-14 |
|
1.618 |
120-13 |
|
2.618 |
118-24 |
|
4.250 |
116-02 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
123-21 |
| PP |
123-25 |
123-19 |
| S1 |
123-20 |
123-18 |
|