ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
121-12 |
0-26 |
0.7% |
121-05 |
| High |
121-24 |
122-02 |
0-10 |
0.3% |
122-02 |
| Low |
120-08 |
120-28 |
0-20 |
0.5% |
120-01 |
| Close |
121-15 |
120-29 |
-0-18 |
-0.5% |
120-29 |
| Range |
1-16 |
1-06 |
-0-10 |
-20.8% |
2-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.5% |
0-00 |
| Volume |
420,139 |
268,225 |
-151,914 |
-36.2% |
1,446,093 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
124-02 |
121-18 |
|
| R3 |
123-21 |
122-28 |
121-07 |
|
| R2 |
122-15 |
122-15 |
121-04 |
|
| R1 |
121-22 |
121-22 |
121-00 |
121-16 |
| PP |
121-09 |
121-09 |
121-09 |
121-06 |
| S1 |
120-16 |
120-16 |
120-26 |
120-10 |
| S2 |
120-03 |
120-03 |
120-22 |
|
| S3 |
118-29 |
119-10 |
120-19 |
|
| S4 |
117-23 |
118-04 |
120-08 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
126-01 |
122-01 |
|
| R3 |
125-02 |
124-00 |
121-15 |
|
| R2 |
123-01 |
123-01 |
121-09 |
|
| R1 |
121-31 |
121-31 |
121-03 |
121-16 |
| PP |
121-00 |
121-00 |
121-00 |
120-24 |
| S1 |
119-30 |
119-30 |
120-23 |
119-14 |
| S2 |
118-31 |
118-31 |
120-17 |
|
| S3 |
116-30 |
117-29 |
120-11 |
|
| S4 |
114-29 |
115-28 |
119-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-02 |
120-01 |
2-01 |
1.7% |
1-07 |
1.0% |
43% |
True |
False |
289,218 |
| 10 |
122-05 |
119-08 |
2-29 |
2.4% |
1-14 |
1.2% |
57% |
False |
False |
279,911 |
| 20 |
122-07 |
119-06 |
3-01 |
2.5% |
1-14 |
1.2% |
57% |
False |
False |
211,003 |
| 40 |
128-00 |
118-21 |
9-11 |
7.7% |
1-17 |
1.3% |
24% |
False |
False |
223,485 |
| 60 |
131-16 |
118-21 |
12-27 |
10.6% |
1-16 |
1.3% |
18% |
False |
False |
151,580 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-12 |
1.1% |
15% |
False |
False |
113,756 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-05 |
1.0% |
15% |
False |
False |
91,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-04 |
|
2.618 |
125-05 |
|
1.618 |
123-31 |
|
1.000 |
123-08 |
|
0.618 |
122-25 |
|
HIGH |
122-02 |
|
0.618 |
121-19 |
|
0.500 |
121-15 |
|
0.382 |
121-11 |
|
LOW |
120-28 |
|
0.618 |
120-05 |
|
1.000 |
119-22 |
|
1.618 |
118-31 |
|
2.618 |
117-25 |
|
4.250 |
115-26 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-15 |
121-02 |
| PP |
121-09 |
121-00 |
| S1 |
121-03 |
120-30 |
|