ECBOT 30 Year Treasury Bond Future June 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 |
121-21 |
123-01 |
1-12 |
1.1% |
119-04 |
| High |
123-22 |
123-07 |
-0-15 |
-0.4% |
121-04 |
| Low |
121-01 |
121-14 |
0-13 |
0.3% |
118-11 |
| Close |
122-16 |
121-30 |
-0-18 |
-0.5% |
120-09 |
| Range |
2-21 |
1-25 |
-0-28 |
-32.9% |
2-25 |
| ATR |
1-10 |
1-11 |
0-01 |
2.6% |
0-00 |
| Volume |
525,264 |
359,897 |
-165,367 |
-31.5% |
1,623,107 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-17 |
126-17 |
122-29 |
|
| R3 |
125-24 |
124-24 |
122-14 |
|
| R2 |
123-31 |
123-31 |
122-08 |
|
| R1 |
122-31 |
122-31 |
122-03 |
122-18 |
| PP |
122-06 |
122-06 |
122-06 |
122-00 |
| S1 |
121-06 |
121-06 |
121-25 |
120-26 |
| S2 |
120-13 |
120-13 |
121-20 |
|
| S3 |
118-20 |
119-13 |
121-14 |
|
| S4 |
116-27 |
117-20 |
120-31 |
|
|
| 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 |
130-25 |
|
2.618 |
127-28 |
|
1.618 |
126-03 |
|
1.000 |
125-00 |
|
0.618 |
124-10 |
|
HIGH |
123-07 |
|
0.618 |
122-17 |
|
0.500 |
122-10 |
|
0.382 |
122-04 |
|
LOW |
121-14 |
|
0.618 |
120-11 |
|
1.000 |
119-21 |
|
1.618 |
118-18 |
|
2.618 |
116-25 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-10 |
122-03 |
| PP |
122-06 |
122-01 |
| S1 |
122-02 |
122-00 |
|