ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
120-30 |
0-17 |
0.4% |
121-05 |
| High |
121-03 |
121-14 |
0-11 |
0.3% |
122-02 |
| Low |
120-05 |
119-09 |
-0-28 |
-0.7% |
120-01 |
| Close |
121-00 |
119-15 |
-1-17 |
-1.3% |
120-29 |
| Range |
0-30 |
2-05 |
1-07 |
130.0% |
2-01 |
| ATR |
1-15 |
1-17 |
0-02 |
3.3% |
0-00 |
| Volume |
253,778 |
368,307 |
114,529 |
45.1% |
1,446,093 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-17 |
125-05 |
120-21 |
|
| R3 |
124-12 |
123-00 |
120-02 |
|
| R2 |
122-07 |
122-07 |
119-28 |
|
| R1 |
120-27 |
120-27 |
119-21 |
120-14 |
| PP |
120-02 |
120-02 |
120-02 |
119-28 |
| S1 |
118-22 |
118-22 |
119-09 |
118-10 |
| S2 |
117-29 |
117-29 |
119-02 |
|
| S3 |
115-24 |
116-17 |
118-28 |
|
| S4 |
113-19 |
114-12 |
118-09 |
|
|
| 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 |
119-09 |
2-25 |
2.3% |
1-18 |
1.3% |
7% |
False |
True |
317,625 |
| 10 |
122-02 |
119-09 |
2-25 |
2.3% |
1-13 |
1.2% |
7% |
False |
True |
290,296 |
| 20 |
122-07 |
119-06 |
3-01 |
2.5% |
1-15 |
1.2% |
9% |
False |
False |
223,853 |
| 40 |
128-00 |
118-21 |
9-11 |
7.8% |
1-19 |
1.3% |
9% |
False |
False |
244,644 |
| 60 |
131-16 |
118-21 |
12-27 |
10.8% |
1-18 |
1.3% |
6% |
False |
False |
166,427 |
| 80 |
134-04 |
118-21 |
15-15 |
12.9% |
1-13 |
1.2% |
5% |
False |
False |
125,002 |
| 100 |
134-04 |
118-21 |
15-15 |
12.9% |
1-07 |
1.0% |
5% |
False |
False |
100,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-19 |
|
2.618 |
127-03 |
|
1.618 |
124-30 |
|
1.000 |
123-19 |
|
0.618 |
122-25 |
|
HIGH |
121-14 |
|
0.618 |
120-20 |
|
0.500 |
120-12 |
|
0.382 |
120-03 |
|
LOW |
119-09 |
|
0.618 |
117-30 |
|
1.000 |
117-04 |
|
1.618 |
115-25 |
|
2.618 |
113-20 |
|
4.250 |
110-04 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-12 |
120-16 |
| PP |
120-02 |
120-05 |
| S1 |
119-24 |
119-26 |
|