ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-30 |
119-19 |
-1-11 |
-1.1% |
120-31 |
| High |
121-14 |
120-10 |
-1-04 |
-0.9% |
121-24 |
| Low |
119-09 |
119-11 |
0-02 |
0.1% |
119-09 |
| Close |
119-15 |
120-03 |
0-20 |
0.5% |
120-03 |
| Range |
2-05 |
0-31 |
-1-06 |
-55.1% |
2-15 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.6% |
0-00 |
| Volume |
368,307 |
319,295 |
-49,012 |
-13.3% |
1,219,057 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-26 |
122-14 |
120-20 |
|
| R3 |
121-27 |
121-15 |
120-12 |
|
| R2 |
120-28 |
120-28 |
120-09 |
|
| R1 |
120-16 |
120-16 |
120-06 |
120-22 |
| PP |
119-29 |
119-29 |
119-29 |
120-00 |
| S1 |
119-17 |
119-17 |
120-00 |
119-23 |
| S2 |
118-30 |
118-30 |
119-29 |
|
| S3 |
117-31 |
118-18 |
119-26 |
|
| S4 |
117-00 |
117-19 |
119-18 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-25 |
126-13 |
121-14 |
|
| R3 |
125-10 |
123-30 |
120-25 |
|
| R2 |
122-27 |
122-27 |
120-17 |
|
| R1 |
121-15 |
121-15 |
120-10 |
120-30 |
| PP |
120-12 |
120-12 |
120-12 |
120-03 |
| S1 |
119-00 |
119-00 |
119-28 |
118-14 |
| S2 |
117-29 |
117-29 |
119-21 |
|
| S3 |
115-14 |
116-17 |
119-13 |
|
| S4 |
112-31 |
114-02 |
118-24 |
|
|
| 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% |
1-15 |
1.2% |
29% |
False |
False |
297,456 |
| 10 |
122-02 |
119-09 |
2-25 |
2.3% |
1-12 |
1.2% |
29% |
False |
False |
299,646 |
| 20 |
122-07 |
119-06 |
3-01 |
2.5% |
1-15 |
1.2% |
30% |
False |
False |
231,961 |
| 40 |
128-00 |
118-21 |
9-11 |
7.8% |
1-18 |
1.3% |
15% |
False |
False |
250,861 |
| 60 |
131-16 |
118-21 |
12-27 |
10.7% |
1-18 |
1.3% |
11% |
False |
False |
171,741 |
| 80 |
134-04 |
118-21 |
15-15 |
12.9% |
1-13 |
1.2% |
9% |
False |
False |
128,992 |
| 100 |
134-04 |
118-21 |
15-15 |
12.9% |
1-07 |
1.0% |
9% |
False |
False |
103,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
122-27 |
|
1.618 |
121-28 |
|
1.000 |
121-09 |
|
0.618 |
120-29 |
|
HIGH |
120-10 |
|
0.618 |
119-30 |
|
0.500 |
119-26 |
|
0.382 |
119-23 |
|
LOW |
119-11 |
|
0.618 |
118-24 |
|
1.000 |
118-12 |
|
1.618 |
117-25 |
|
2.618 |
116-26 |
|
4.250 |
115-07 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-00 |
120-12 |
| PP |
119-29 |
120-09 |
| S1 |
119-26 |
120-06 |
|