ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
119-25 |
-0-20 |
-0.5% |
121-27 |
| High |
120-20 |
120-15 |
-0-05 |
-0.1% |
122-08 |
| Low |
119-19 |
119-19 |
0-00 |
0.0% |
120-02 |
| Close |
119-24 |
120-06 |
0-14 |
0.4% |
120-08 |
| Range |
1-01 |
0-28 |
-0-05 |
-15.2% |
2-06 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.9% |
0-00 |
| Volume |
228,127 |
191,554 |
-36,573 |
-16.0% |
1,316,007 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
122-10 |
120-21 |
|
| R3 |
121-27 |
121-14 |
120-14 |
|
| R2 |
120-31 |
120-31 |
120-11 |
|
| R1 |
120-18 |
120-18 |
120-09 |
120-24 |
| PP |
120-03 |
120-03 |
120-03 |
120-06 |
| S1 |
119-22 |
119-22 |
120-03 |
119-28 |
| S2 |
119-07 |
119-07 |
120-01 |
|
| S3 |
118-11 |
118-26 |
119-30 |
|
| S4 |
117-15 |
117-30 |
119-23 |
|
|
| 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 |
121-18 |
119-19 |
1-31 |
1.6% |
0-31 |
0.8% |
30% |
False |
True |
224,791 |
| 10 |
123-07 |
119-19 |
3-20 |
3.0% |
1-02 |
0.9% |
16% |
False |
True |
256,991 |
| 20 |
123-22 |
118-05 |
5-17 |
4.6% |
1-08 |
1.0% |
37% |
False |
False |
312,783 |
| 40 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
1.0% |
59% |
False |
False |
203,928 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
1.0% |
59% |
False |
False |
136,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-06 |
|
2.618 |
122-24 |
|
1.618 |
121-28 |
|
1.000 |
121-11 |
|
0.618 |
121-00 |
|
HIGH |
120-15 |
|
0.618 |
120-04 |
|
0.500 |
120-01 |
|
0.382 |
119-30 |
|
LOW |
119-19 |
|
0.618 |
119-02 |
|
1.000 |
118-23 |
|
1.618 |
118-06 |
|
2.618 |
117-10 |
|
4.250 |
115-28 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-04 |
120-05 |
| PP |
120-03 |
120-04 |
| S1 |
120-01 |
120-04 |
|