ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-29 |
118-15 |
-0-14 |
-0.4% |
120-11 |
| High |
119-06 |
119-21 |
0-15 |
0.4% |
120-26 |
| Low |
118-12 |
118-11 |
-0-01 |
0.0% |
118-05 |
| Close |
118-16 |
119-11 |
0-27 |
0.7% |
119-07 |
| Range |
0-26 |
1-10 |
0-16 |
61.5% |
2-21 |
| ATR |
1-03 |
1-04 |
0-00 |
1.3% |
0-00 |
| Volume |
262,397 |
324,376 |
61,979 |
23.6% |
1,790,961 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-02 |
122-16 |
120-02 |
|
| R3 |
121-24 |
121-06 |
119-23 |
|
| R2 |
120-14 |
120-14 |
119-19 |
|
| R1 |
119-28 |
119-28 |
119-15 |
120-05 |
| PP |
119-04 |
119-04 |
119-04 |
119-08 |
| S1 |
118-18 |
118-18 |
119-07 |
118-27 |
| S2 |
117-26 |
117-26 |
119-03 |
|
| S3 |
116-16 |
117-08 |
118-31 |
|
| S4 |
115-06 |
115-30 |
118-20 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
125-30 |
120-22 |
|
| R3 |
124-23 |
123-09 |
119-30 |
|
| R2 |
122-02 |
122-02 |
119-23 |
|
| R1 |
120-20 |
120-20 |
119-15 |
120-00 |
| PP |
119-13 |
119-13 |
119-13 |
119-03 |
| S1 |
117-31 |
117-31 |
118-31 |
117-12 |
| S2 |
116-24 |
116-24 |
118-23 |
|
| S3 |
114-03 |
115-10 |
118-16 |
|
| S4 |
111-14 |
112-21 |
117-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-08 |
|
2.618 |
123-03 |
|
1.618 |
121-25 |
|
1.000 |
120-31 |
|
0.618 |
120-15 |
|
HIGH |
119-21 |
|
0.618 |
119-05 |
|
0.500 |
119-00 |
|
0.382 |
118-27 |
|
LOW |
118-11 |
|
0.618 |
117-17 |
|
1.000 |
117-01 |
|
1.618 |
116-07 |
|
2.618 |
114-29 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-07 |
119-07 |
| PP |
119-04 |
119-04 |
| S1 |
119-00 |
119-00 |
|