ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121-09 |
120-20 |
-0-21 |
-0.5% |
121-27 |
| High |
121-18 |
121-04 |
-0-14 |
-0.4% |
122-08 |
| Low |
120-18 |
120-02 |
-0-16 |
-0.4% |
120-02 |
| Close |
120-24 |
120-08 |
-0-16 |
-0.4% |
120-08 |
| Range |
1-00 |
1-02 |
0-02 |
6.3% |
2-06 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
262,520 |
244,419 |
-18,101 |
-6.9% |
1,316,007 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
123-01 |
120-27 |
|
| R3 |
122-19 |
121-31 |
120-17 |
|
| R2 |
121-17 |
121-17 |
120-14 |
|
| R1 |
120-29 |
120-29 |
120-11 |
120-22 |
| PP |
120-15 |
120-15 |
120-15 |
120-12 |
| S1 |
119-27 |
119-27 |
120-05 |
119-20 |
| S2 |
119-13 |
119-13 |
120-02 |
|
| S3 |
118-11 |
118-25 |
119-31 |
|
| S4 |
117-09 |
117-23 |
119-21 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-13 |
126-01 |
121-14 |
|
| R3 |
125-07 |
123-27 |
120-27 |
|
| R2 |
123-01 |
123-01 |
120-21 |
|
| R1 |
121-21 |
121-21 |
120-14 |
121-08 |
| PP |
120-27 |
120-27 |
120-27 |
120-21 |
| S1 |
119-15 |
119-15 |
120-02 |
119-02 |
| S2 |
118-21 |
118-21 |
119-27 |
|
| S3 |
116-15 |
117-09 |
119-21 |
|
| S4 |
114-09 |
115-03 |
119-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-08 |
120-02 |
2-06 |
1.8% |
1-00 |
0.8% |
9% |
False |
True |
263,201 |
| 10 |
123-22 |
119-24 |
3-30 |
3.3% |
1-12 |
1.1% |
13% |
False |
False |
325,204 |
| 20 |
123-22 |
118-05 |
5-17 |
4.6% |
1-09 |
1.1% |
38% |
False |
False |
333,305 |
| 40 |
123-22 |
115-07 |
8-15 |
7.0% |
1-06 |
1.0% |
59% |
False |
False |
188,543 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-04 |
0.9% |
59% |
False |
False |
125,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-20 |
|
2.618 |
123-29 |
|
1.618 |
122-27 |
|
1.000 |
122-06 |
|
0.618 |
121-25 |
|
HIGH |
121-04 |
|
0.618 |
120-23 |
|
0.500 |
120-19 |
|
0.382 |
120-15 |
|
LOW |
120-02 |
|
0.618 |
119-13 |
|
1.000 |
119-00 |
|
1.618 |
118-11 |
|
2.618 |
117-09 |
|
4.250 |
115-18 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-19 |
121-05 |
| PP |
120-15 |
120-27 |
| S1 |
120-12 |
120-18 |
|