ECBOT 30 Year Treasury Bond Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Mar-2011 | 
                    24-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-17 | 
                        121-09 | 
                        -0-08 | 
                        -0.2% | 
                        120-12 | 
                     
                    
                        | High | 
                        122-08 | 
                        121-18 | 
                        -0-22 | 
                        -0.6% | 
                        123-22 | 
                     
                    
                        | Low | 
                        121-06 | 
                        120-18 | 
                        -0-20 | 
                        -0.5% | 
                        119-24 | 
                     
                    
                        | Close | 
                        121-09 | 
                        120-24 | 
                        -0-17 | 
                        -0.4% | 
                        121-24 | 
                     
                    
                        | Range | 
                        1-02 | 
                        1-00 | 
                        -0-02 | 
                        -5.9% | 
                        3-30 | 
                     
                    
                        | ATR | 
                        1-09 | 
                        1-08 | 
                        -0-01 | 
                        -1.5% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        293,254 | 
                        262,520 | 
                        -30,734 | 
                        -10.5% | 
                        1,936,035 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-31 | 
                123-11 | 
                121-10 | 
                 | 
             
            
                | R3 | 
                122-31 | 
                122-11 | 
                121-01 | 
                 | 
             
            
                | R2 | 
                121-31 | 
                121-31 | 
                120-30 | 
                 | 
             
            
                | R1 | 
                121-11 | 
                121-11 | 
                120-27 | 
                121-05 | 
             
            
                | PP | 
                120-31 | 
                120-31 | 
                120-31 | 
                120-28 | 
             
            
                | S1 | 
                120-11 | 
                120-11 | 
                120-21 | 
                120-05 | 
             
            
                | S2 | 
                119-31 | 
                119-31 | 
                120-18 | 
                 | 
             
            
                | S3 | 
                118-31 | 
                119-11 | 
                120-15 | 
                 | 
             
            
                | S4 | 
                117-31 | 
                118-11 | 
                120-06 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            125-26 | 
         
        
            | 
2.618             | 
            124-06 | 
         
        
            | 
1.618             | 
            123-06 | 
         
        
            | 
1.000             | 
            122-18 | 
         
        
            | 
0.618             | 
            122-06 | 
         
        
            | 
HIGH             | 
            121-18 | 
         
        
            | 
0.618             | 
            121-06 | 
         
        
            | 
0.500             | 
            121-02 | 
         
        
            | 
0.382             | 
            120-30 | 
         
        
            | 
LOW             | 
            120-18 | 
         
        
            | 
0.618             | 
            119-30 | 
         
        
            | 
1.000             | 
            119-18 | 
         
        
            | 
1.618             | 
            118-30 | 
         
        
            | 
2.618             | 
            117-30 | 
         
        
            | 
4.250             | 
            116-10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-02 | 
                                121-13 | 
                             
                            
                                | PP | 
                                120-31 | 
                                121-06 | 
                             
                            
                                | S1 | 
                                120-27 | 
                                120-31 | 
                             
             
         |