ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-17 |
121-17 |
0-00 |
0.0% |
120-14 |
| High |
122-01 |
122-05 |
0-04 |
0.1% |
122-07 |
| Low |
121-03 |
119-08 |
-1-27 |
-1.5% |
119-06 |
| Close |
121-10 |
119-15 |
-1-27 |
-1.5% |
122-04 |
| Range |
0-30 |
2-29 |
1-31 |
210.0% |
3-01 |
| ATR |
1-17 |
1-20 |
0-03 |
6.3% |
0-00 |
| Volume |
214,866 |
360,779 |
145,913 |
67.9% |
535,978 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-00 |
127-05 |
121-02 |
|
| R3 |
126-03 |
124-08 |
120-09 |
|
| R2 |
123-06 |
123-06 |
120-00 |
|
| R1 |
121-11 |
121-11 |
119-24 |
120-26 |
| PP |
120-09 |
120-09 |
120-09 |
120-01 |
| S1 |
118-14 |
118-14 |
119-06 |
117-29 |
| S2 |
117-12 |
117-12 |
118-30 |
|
| S3 |
114-15 |
115-17 |
118-21 |
|
| S4 |
111-18 |
112-20 |
117-28 |
|
|
| 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 |
119-08 |
2-31 |
2.5% |
1-16 |
1.3% |
7% |
False |
True |
194,078 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-18 |
1.3% |
9% |
False |
False |
157,410 |
| 20 |
123-00 |
118-21 |
4-11 |
3.6% |
1-20 |
1.4% |
19% |
False |
False |
215,494 |
| 40 |
129-13 |
118-21 |
10-24 |
9.0% |
1-21 |
1.4% |
8% |
False |
False |
175,559 |
| 60 |
133-21 |
118-21 |
15-00 |
12.6% |
1-16 |
1.3% |
5% |
False |
False |
118,266 |
| 80 |
134-04 |
118-21 |
15-15 |
12.9% |
1-10 |
1.1% |
5% |
False |
False |
88,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
129-24 |
|
1.618 |
126-27 |
|
1.000 |
125-02 |
|
0.618 |
123-30 |
|
HIGH |
122-05 |
|
0.618 |
121-01 |
|
0.500 |
120-22 |
|
0.382 |
120-12 |
|
LOW |
119-08 |
|
0.618 |
117-15 |
|
1.000 |
116-11 |
|
1.618 |
114-18 |
|
2.618 |
111-21 |
|
4.250 |
106-29 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
120-22 |
| PP |
120-09 |
120-09 |
| S1 |
119-28 |
119-28 |
|