ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
122-02 |
1-00 |
0.8% |
120-14 |
| High |
122-07 |
122-02 |
-0-05 |
-0.1% |
122-07 |
| Low |
121-01 |
120-15 |
-0-18 |
-0.5% |
119-06 |
| Close |
122-04 |
121-16 |
-0-20 |
-0.5% |
122-04 |
| Range |
1-06 |
1-19 |
0-13 |
34.2% |
3-01 |
| ATR |
1-19 |
1-19 |
0-00 |
0.3% |
0-00 |
| Volume |
79,951 |
220,273 |
140,322 |
175.5% |
535,978 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-04 |
125-13 |
122-12 |
|
| R3 |
124-17 |
123-26 |
121-30 |
|
| R2 |
122-30 |
122-30 |
121-25 |
|
| R1 |
122-07 |
122-07 |
121-21 |
121-25 |
| PP |
121-11 |
121-11 |
121-11 |
121-04 |
| S1 |
120-20 |
120-20 |
121-11 |
120-06 |
| S2 |
119-24 |
119-24 |
121-07 |
|
| S3 |
118-05 |
119-01 |
121-02 |
|
| S4 |
116-18 |
117-14 |
120-20 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-09 |
129-07 |
123-25 |
|
| R3 |
127-08 |
126-06 |
122-31 |
|
| R2 |
124-07 |
124-07 |
122-22 |
|
| R1 |
123-05 |
123-05 |
122-13 |
123-22 |
| PP |
121-06 |
121-06 |
121-06 |
121-14 |
| S1 |
120-04 |
120-04 |
121-27 |
120-21 |
| S2 |
118-05 |
118-05 |
121-18 |
|
| S3 |
115-04 |
117-03 |
121-09 |
|
| S4 |
112-03 |
114-02 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-07 |
119-06 |
3-01 |
2.5% |
1-21 |
1.4% |
76% |
False |
False |
134,012 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-14 |
1.2% |
76% |
False |
False |
137,876 |
| 20 |
125-14 |
118-21 |
6-25 |
5.6% |
1-20 |
1.4% |
42% |
False |
False |
216,239 |
| 40 |
130-01 |
118-21 |
11-12 |
9.4% |
1-20 |
1.3% |
25% |
False |
False |
161,689 |
| 60 |
133-25 |
118-21 |
15-04 |
12.4% |
1-15 |
1.2% |
19% |
False |
False |
108,679 |
| 80 |
134-04 |
118-21 |
15-15 |
12.7% |
1-09 |
1.1% |
18% |
False |
False |
81,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-27 |
|
2.618 |
126-08 |
|
1.618 |
124-21 |
|
1.000 |
123-21 |
|
0.618 |
123-02 |
|
HIGH |
122-02 |
|
0.618 |
121-15 |
|
0.500 |
121-08 |
|
0.382 |
121-02 |
|
LOW |
120-15 |
|
0.618 |
119-15 |
|
1.000 |
118-28 |
|
1.618 |
117-28 |
|
2.618 |
116-09 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-14 |
121-14 |
| PP |
121-11 |
121-12 |
| S1 |
121-08 |
121-10 |
|