ECBOT 30 Year Treasury Bond Future September 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 |
119-02 |
118-09 |
-0-25 |
-0.7% |
119-22 |
| High |
119-06 |
118-24 |
-0-14 |
-0.4% |
120-20 |
| Low |
118-09 |
118-09 |
0-00 |
0.0% |
118-22 |
| Close |
118-08 |
118-23 |
0-15 |
0.4% |
118-26 |
| Range |
0-29 |
0-15 |
-0-14 |
-48.3% |
1-30 |
| ATR |
0-20 |
0-20 |
0-00 |
-1.4% |
0-00 |
| Volume |
103 |
119 |
16 |
15.5% |
28 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-00 |
119-26 |
118-31 |
|
| R3 |
119-17 |
119-11 |
118-27 |
|
| R2 |
119-02 |
119-02 |
118-26 |
|
| R1 |
118-28 |
118-28 |
118-24 |
118-31 |
| PP |
118-19 |
118-19 |
118-19 |
118-20 |
| S1 |
118-13 |
118-13 |
118-22 |
118-16 |
| S2 |
118-04 |
118-04 |
118-20 |
|
| S3 |
117-21 |
117-30 |
118-19 |
|
| S4 |
117-06 |
117-15 |
118-15 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
123-30 |
119-28 |
|
| R3 |
123-08 |
122-00 |
119-11 |
|
| R2 |
121-10 |
121-10 |
119-05 |
|
| R1 |
120-02 |
120-02 |
119-00 |
119-23 |
| PP |
119-12 |
119-12 |
119-12 |
119-06 |
| S1 |
118-04 |
118-04 |
118-20 |
117-25 |
| S2 |
117-14 |
117-14 |
118-15 |
|
| S3 |
115-16 |
116-06 |
118-09 |
|
| S4 |
113-18 |
114-08 |
117-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-24 |
|
2.618 |
119-31 |
|
1.618 |
119-16 |
|
1.000 |
119-07 |
|
0.618 |
119-01 |
|
HIGH |
118-24 |
|
0.618 |
118-18 |
|
0.500 |
118-16 |
|
0.382 |
118-15 |
|
LOW |
118-09 |
|
0.618 |
118-00 |
|
1.000 |
117-26 |
|
1.618 |
117-17 |
|
2.618 |
117-02 |
|
4.250 |
116-09 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-21 |
118-24 |
| PP |
118-19 |
118-23 |
| S1 |
118-16 |
118-23 |
|