ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
121-12 |
120-31 |
-0-13 |
-0.3% |
121-05 |
| High |
122-02 |
121-24 |
-0-10 |
-0.3% |
122-02 |
| Low |
120-28 |
119-23 |
-1-05 |
-1.0% |
120-01 |
| Close |
120-29 |
120-14 |
-0-15 |
-0.4% |
120-29 |
| Range |
1-06 |
2-01 |
0-27 |
71.1% |
2-01 |
| ATR |
1-15 |
1-17 |
0-01 |
2.6% |
0-00 |
| Volume |
268,225 |
277,677 |
9,452 |
3.5% |
1,446,093 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-23 |
125-20 |
121-18 |
|
| R3 |
124-22 |
123-19 |
121-00 |
|
| R2 |
122-21 |
122-21 |
120-26 |
|
| R1 |
121-18 |
121-18 |
120-20 |
121-03 |
| PP |
120-20 |
120-20 |
120-20 |
120-13 |
| S1 |
119-17 |
119-17 |
120-08 |
119-02 |
| S2 |
118-19 |
118-19 |
120-02 |
|
| S3 |
116-18 |
117-16 |
119-28 |
|
| S4 |
114-17 |
115-15 |
119-10 |
|
|
| 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 |
119-23 |
2-11 |
1.9% |
1-13 |
1.2% |
31% |
False |
True |
302,974 |
| 10 |
122-05 |
119-08 |
2-29 |
2.4% |
1-15 |
1.2% |
41% |
False |
False |
285,652 |
| 20 |
122-07 |
119-06 |
3-01 |
2.5% |
1-15 |
1.2% |
41% |
False |
False |
211,764 |
| 40 |
128-00 |
118-21 |
9-11 |
7.8% |
1-18 |
1.3% |
19% |
False |
False |
229,913 |
| 60 |
131-16 |
118-21 |
12-27 |
10.7% |
1-17 |
1.3% |
14% |
False |
False |
156,174 |
| 80 |
134-04 |
118-21 |
15-15 |
12.8% |
1-13 |
1.2% |
12% |
False |
False |
117,227 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-06 |
1.0% |
12% |
False |
False |
93,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-12 |
|
2.618 |
127-02 |
|
1.618 |
125-01 |
|
1.000 |
123-25 |
|
0.618 |
123-00 |
|
HIGH |
121-24 |
|
0.618 |
120-31 |
|
0.500 |
120-24 |
|
0.382 |
120-16 |
|
LOW |
119-23 |
|
0.618 |
118-15 |
|
1.000 |
117-22 |
|
1.618 |
116-14 |
|
2.618 |
114-13 |
|
4.250 |
111-03 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-24 |
120-28 |
| PP |
120-20 |
120-24 |
| S1 |
120-17 |
120-19 |
|