ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
122-02 |
121-17 |
-0-17 |
-0.4% |
120-14 |
| High |
122-02 |
122-01 |
-0-01 |
0.0% |
122-07 |
| Low |
120-15 |
121-03 |
0-20 |
0.5% |
119-06 |
| Close |
121-16 |
121-10 |
-0-06 |
-0.2% |
122-04 |
| Range |
1-19 |
0-30 |
-0-21 |
-41.2% |
3-01 |
| ATR |
1-19 |
1-17 |
-0-01 |
-2.9% |
0-00 |
| Volume |
220,273 |
214,866 |
-5,407 |
-2.5% |
535,978 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-24 |
121-26 |
|
| R3 |
123-11 |
122-26 |
121-18 |
|
| R2 |
122-13 |
122-13 |
121-16 |
|
| R1 |
121-28 |
121-28 |
121-13 |
121-22 |
| PP |
121-15 |
121-15 |
121-15 |
121-12 |
| S1 |
120-30 |
120-30 |
121-07 |
120-24 |
| S2 |
120-17 |
120-17 |
121-04 |
|
| S3 |
119-19 |
120-00 |
121-02 |
|
| S4 |
118-21 |
119-02 |
120-26 |
|
|
| 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 |
119-11 |
2-28 |
2.4% |
1-11 |
1.1% |
68% |
False |
False |
147,060 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-12 |
1.1% |
70% |
False |
False |
139,325 |
| 20 |
125-11 |
118-21 |
6-22 |
5.5% |
1-20 |
1.3% |
40% |
False |
False |
216,245 |
| 40 |
129-22 |
118-21 |
11-01 |
9.1% |
1-19 |
1.3% |
24% |
False |
False |
166,800 |
| 60 |
133-21 |
118-21 |
15-00 |
12.4% |
1-15 |
1.2% |
18% |
False |
False |
112,257 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-09 |
1.1% |
17% |
False |
False |
84,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-00 |
|
2.618 |
124-16 |
|
1.618 |
123-18 |
|
1.000 |
122-31 |
|
0.618 |
122-20 |
|
HIGH |
122-01 |
|
0.618 |
121-22 |
|
0.500 |
121-18 |
|
0.382 |
121-14 |
|
LOW |
121-03 |
|
0.618 |
120-16 |
|
1.000 |
120-05 |
|
1.618 |
119-18 |
|
2.618 |
118-20 |
|
4.250 |
117-04 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-18 |
121-11 |
| PP |
121-15 |
121-11 |
| S1 |
121-13 |
121-10 |
|