ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-20 |
120-08 |
-0-12 |
-0.3% |
121-27 |
| High |
121-04 |
120-20 |
-0-16 |
-0.4% |
122-08 |
| Low |
120-02 |
119-25 |
-0-09 |
-0.2% |
120-02 |
| Close |
120-08 |
120-13 |
0-05 |
0.1% |
120-08 |
| Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
2-06 |
| ATR |
1-07 |
1-07 |
-0-01 |
-2.3% |
0-00 |
| Volume |
244,419 |
197,338 |
-47,081 |
-19.3% |
1,316,007 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-26 |
122-14 |
120-28 |
|
| R3 |
121-31 |
121-19 |
120-20 |
|
| R2 |
121-04 |
121-04 |
120-18 |
|
| R1 |
120-24 |
120-24 |
120-15 |
120-30 |
| PP |
120-09 |
120-09 |
120-09 |
120-12 |
| S1 |
119-29 |
119-29 |
120-11 |
120-03 |
| S2 |
119-14 |
119-14 |
120-08 |
|
| S3 |
118-19 |
119-02 |
120-06 |
|
| S4 |
117-24 |
118-07 |
119-30 |
|
|
| 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 |
119-25 |
2-15 |
2.1% |
0-30 |
0.8% |
25% |
False |
True |
248,690 |
| 10 |
123-22 |
119-25 |
3-29 |
3.2% |
1-11 |
1.1% |
16% |
False |
True |
313,164 |
| 20 |
123-22 |
118-05 |
5-17 |
4.6% |
1-09 |
1.1% |
41% |
False |
False |
330,082 |
| 40 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
1.0% |
61% |
False |
False |
193,471 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
0.9% |
61% |
False |
False |
129,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
122-27 |
|
1.618 |
122-00 |
|
1.000 |
121-15 |
|
0.618 |
121-05 |
|
HIGH |
120-20 |
|
0.618 |
120-10 |
|
0.500 |
120-06 |
|
0.382 |
120-03 |
|
LOW |
119-25 |
|
0.618 |
119-08 |
|
1.000 |
118-30 |
|
1.618 |
118-13 |
|
2.618 |
117-18 |
|
4.250 |
116-06 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-11 |
120-22 |
| PP |
120-09 |
120-19 |
| S1 |
120-06 |
120-16 |
|