ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
120-18 |
0-06 |
0.2% |
119-04 |
| High |
120-26 |
122-14 |
1-20 |
1.3% |
121-04 |
| Low |
119-24 |
120-16 |
0-24 |
0.6% |
118-11 |
| Close |
120-24 |
121-10 |
0-18 |
0.5% |
120-09 |
| Range |
1-02 |
1-30 |
0-28 |
82.4% |
2-25 |
| ATR |
1-05 |
1-07 |
0-02 |
4.9% |
0-00 |
| Volume |
317,731 |
456,151 |
138,420 |
43.6% |
1,623,107 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-07 |
126-07 |
122-12 |
|
| R3 |
125-09 |
124-09 |
121-27 |
|
| R2 |
123-11 |
123-11 |
121-21 |
|
| R1 |
122-11 |
122-11 |
121-16 |
122-27 |
| PP |
121-13 |
121-13 |
121-13 |
121-22 |
| S1 |
120-13 |
120-13 |
121-04 |
120-29 |
| S2 |
119-15 |
119-15 |
120-31 |
|
| S3 |
117-17 |
118-15 |
120-25 |
|
| S4 |
115-19 |
116-17 |
120-08 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-08 |
127-02 |
121-26 |
|
| R3 |
125-15 |
124-09 |
121-01 |
|
| R2 |
122-22 |
122-22 |
120-25 |
|
| R1 |
121-16 |
121-16 |
120-17 |
122-03 |
| PP |
119-29 |
119-29 |
119-29 |
120-07 |
| S1 |
118-23 |
118-23 |
120-01 |
119-10 |
| S2 |
117-04 |
117-04 |
119-25 |
|
| S3 |
114-11 |
115-30 |
119-17 |
|
| S4 |
111-18 |
113-05 |
118-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-22 |
|
2.618 |
127-16 |
|
1.618 |
125-18 |
|
1.000 |
124-12 |
|
0.618 |
123-20 |
|
HIGH |
122-14 |
|
0.618 |
121-22 |
|
0.500 |
121-15 |
|
0.382 |
121-08 |
|
LOW |
120-16 |
|
0.618 |
119-10 |
|
1.000 |
118-18 |
|
1.618 |
117-12 |
|
2.618 |
115-14 |
|
4.250 |
112-08 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-15 |
121-08 |
| PP |
121-13 |
121-05 |
| S1 |
121-12 |
121-03 |
|