ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-21 |
120-10 |
0-21 |
0.5% |
122-02 |
| High |
120-15 |
121-13 |
0-30 |
0.8% |
122-05 |
| Low |
119-15 |
119-20 |
0-05 |
0.1% |
119-08 |
| Close |
120-03 |
120-31 |
0-28 |
0.7% |
120-31 |
| Range |
1-00 |
1-25 |
0-25 |
78.1% |
2-29 |
| ATR |
1-19 |
1-19 |
0-00 |
0.9% |
0-00 |
| Volume |
225,789 |
331,316 |
105,527 |
46.7% |
1,353,023 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
125-09 |
121-30 |
|
| R3 |
124-07 |
123-16 |
121-15 |
|
| R2 |
122-14 |
122-14 |
121-09 |
|
| R1 |
121-23 |
121-23 |
121-04 |
122-02 |
| PP |
120-21 |
120-21 |
120-21 |
120-27 |
| S1 |
119-30 |
119-30 |
120-26 |
120-10 |
| S2 |
118-28 |
118-28 |
120-21 |
|
| S3 |
117-03 |
118-05 |
120-15 |
|
| S4 |
115-10 |
116-12 |
120-00 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-16 |
128-05 |
122-18 |
|
| R3 |
126-19 |
125-08 |
121-25 |
|
| R2 |
123-22 |
123-22 |
121-16 |
|
| R1 |
122-11 |
122-11 |
121-08 |
121-18 |
| PP |
120-25 |
120-25 |
120-25 |
120-13 |
| S1 |
119-14 |
119-14 |
120-22 |
118-21 |
| S2 |
117-28 |
117-28 |
120-14 |
|
| S3 |
114-31 |
116-17 |
120-05 |
|
| S4 |
112-02 |
113-20 |
119-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-05 |
119-08 |
2-29 |
2.4% |
1-21 |
1.4% |
59% |
False |
False |
270,604 |
| 10 |
122-07 |
119-06 |
3-01 |
2.5% |
1-21 |
1.4% |
59% |
False |
False |
188,900 |
| 20 |
122-19 |
118-21 |
3-30 |
3.3% |
1-19 |
1.3% |
59% |
False |
False |
206,508 |
| 40 |
128-06 |
118-21 |
9-17 |
7.9% |
1-20 |
1.3% |
24% |
False |
False |
189,054 |
| 60 |
132-18 |
118-21 |
13-29 |
11.5% |
1-17 |
1.3% |
17% |
False |
False |
127,548 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-11 |
1.1% |
15% |
False |
False |
95,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-31 |
|
2.618 |
126-02 |
|
1.618 |
124-09 |
|
1.000 |
123-06 |
|
0.618 |
122-16 |
|
HIGH |
121-13 |
|
0.618 |
120-23 |
|
0.500 |
120-16 |
|
0.382 |
120-10 |
|
LOW |
119-20 |
|
0.618 |
118-17 |
|
1.000 |
117-27 |
|
1.618 |
116-24 |
|
2.618 |
114-31 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-26 |
120-28 |
| PP |
120-21 |
120-25 |
| S1 |
120-16 |
120-22 |
|