ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
123-01 |
121-25 |
-1-08 |
-1.0% |
120-12 |
| High |
123-07 |
122-00 |
-1-07 |
-1.0% |
123-22 |
| Low |
121-14 |
120-23 |
-0-23 |
-0.6% |
119-24 |
| Close |
121-30 |
121-24 |
-0-06 |
-0.2% |
121-24 |
| Range |
1-25 |
1-09 |
-0-16 |
-28.1% |
3-30 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.3% |
0-00 |
| Volume |
359,897 |
276,992 |
-82,905 |
-23.0% |
1,936,035 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-11 |
124-26 |
122-15 |
|
| R3 |
124-02 |
123-17 |
122-03 |
|
| R2 |
122-25 |
122-25 |
122-00 |
|
| R1 |
122-08 |
122-08 |
121-28 |
121-28 |
| PP |
121-16 |
121-16 |
121-16 |
121-10 |
| S1 |
120-31 |
120-31 |
121-20 |
120-19 |
| S2 |
120-07 |
120-07 |
121-16 |
|
| S3 |
118-30 |
119-22 |
121-13 |
|
| S4 |
117-21 |
118-13 |
121-01 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-17 |
131-19 |
123-29 |
|
| R3 |
129-19 |
127-21 |
122-27 |
|
| R2 |
125-21 |
125-21 |
122-15 |
|
| R1 |
123-23 |
123-23 |
122-04 |
124-22 |
| PP |
121-23 |
121-23 |
121-23 |
122-07 |
| S1 |
119-25 |
119-25 |
121-12 |
120-24 |
| S2 |
117-25 |
117-25 |
121-01 |
|
| S3 |
113-27 |
115-27 |
120-21 |
|
| S4 |
109-29 |
111-29 |
119-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-14 |
|
2.618 |
125-11 |
|
1.618 |
124-02 |
|
1.000 |
123-09 |
|
0.618 |
122-25 |
|
HIGH |
122-00 |
|
0.618 |
121-16 |
|
0.500 |
121-12 |
|
0.382 |
121-07 |
|
LOW |
120-23 |
|
0.618 |
119-30 |
|
1.000 |
119-14 |
|
1.618 |
118-21 |
|
2.618 |
117-12 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-20 |
122-06 |
| PP |
121-16 |
122-02 |
| S1 |
121-12 |
121-29 |
|