ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
118-09 |
119-11 |
1-02 |
0.9% |
119-22 |
| High |
118-24 |
119-11 |
0-19 |
0.5% |
120-20 |
| Low |
118-09 |
118-18 |
0-09 |
0.2% |
118-22 |
| Close |
118-23 |
118-23 |
0-00 |
0.0% |
118-26 |
| Range |
0-15 |
0-25 |
0-10 |
66.7% |
1-30 |
| ATR |
0-20 |
0-20 |
0-00 |
1.9% |
0-00 |
| Volume |
119 |
140 |
21 |
17.6% |
28 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-07 |
120-24 |
119-05 |
|
| R3 |
120-14 |
119-31 |
118-30 |
|
| R2 |
119-21 |
119-21 |
118-28 |
|
| R1 |
119-06 |
119-06 |
118-25 |
119-01 |
| PP |
118-28 |
118-28 |
118-28 |
118-26 |
| S1 |
118-13 |
118-13 |
118-21 |
118-08 |
| S2 |
118-03 |
118-03 |
118-18 |
|
| S3 |
117-10 |
117-20 |
118-16 |
|
| S4 |
116-17 |
116-27 |
118-09 |
|
|
| 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 |
122-21 |
|
2.618 |
121-12 |
|
1.618 |
120-19 |
|
1.000 |
120-04 |
|
0.618 |
119-26 |
|
HIGH |
119-11 |
|
0.618 |
119-01 |
|
0.500 |
118-30 |
|
0.382 |
118-28 |
|
LOW |
118-18 |
|
0.618 |
118-03 |
|
1.000 |
117-25 |
|
1.618 |
117-10 |
|
2.618 |
116-17 |
|
4.250 |
115-08 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-26 |
| PP |
118-28 |
118-25 |
| S1 |
118-26 |
118-24 |
|