ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
121-16 |
0-30 |
0.8% |
120-06 |
| High |
121-21 |
121-23 |
0-02 |
0.1% |
121-26 |
| Low |
119-21 |
120-09 |
0-20 |
0.5% |
119-19 |
| Close |
121-14 |
120-20 |
-0-26 |
-0.7% |
121-14 |
| Range |
2-00 |
1-14 |
-0-18 |
-28.1% |
2-07 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.3% |
0-00 |
| Volume |
387,584 |
310,324 |
-77,260 |
-19.9% |
1,620,318 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
124-11 |
121-13 |
|
| R3 |
123-24 |
122-29 |
121-01 |
|
| R2 |
122-10 |
122-10 |
120-28 |
|
| R1 |
121-15 |
121-15 |
120-24 |
121-06 |
| PP |
120-28 |
120-28 |
120-28 |
120-23 |
| S1 |
120-01 |
120-01 |
120-16 |
119-24 |
| S2 |
119-14 |
119-14 |
120-12 |
|
| S3 |
118-00 |
118-19 |
120-07 |
|
| S4 |
116-18 |
117-05 |
119-27 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-24 |
122-21 |
|
| R3 |
125-12 |
124-17 |
122-02 |
|
| R2 |
123-05 |
123-05 |
121-27 |
|
| R1 |
122-10 |
122-10 |
121-21 |
122-24 |
| PP |
120-30 |
120-30 |
120-30 |
121-05 |
| S1 |
120-03 |
120-03 |
121-07 |
120-16 |
| S2 |
118-23 |
118-23 |
121-01 |
|
| S3 |
116-16 |
117-28 |
120-26 |
|
| S4 |
114-09 |
115-21 |
120-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-26 |
119-19 |
2-07 |
1.8% |
1-19 |
1.3% |
46% |
False |
False |
344,668 |
| 10 |
121-26 |
119-09 |
2-17 |
2.1% |
1-16 |
1.2% |
53% |
False |
False |
314,969 |
| 20 |
122-05 |
119-08 |
2-29 |
2.4% |
1-15 |
1.2% |
47% |
False |
False |
297,440 |
| 40 |
125-22 |
118-21 |
7-01 |
5.8% |
1-18 |
1.3% |
28% |
False |
False |
259,537 |
| 60 |
130-22 |
118-21 |
12-01 |
10.0% |
1-18 |
1.3% |
16% |
False |
False |
203,381 |
| 80 |
133-25 |
118-21 |
15-04 |
12.5% |
1-14 |
1.2% |
13% |
False |
False |
153,118 |
| 100 |
134-04 |
118-21 |
15-15 |
12.8% |
1-10 |
1.1% |
13% |
False |
False |
122,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-26 |
|
2.618 |
125-15 |
|
1.618 |
124-01 |
|
1.000 |
123-05 |
|
0.618 |
122-19 |
|
HIGH |
121-23 |
|
0.618 |
121-05 |
|
0.500 |
121-00 |
|
0.382 |
120-27 |
|
LOW |
120-09 |
|
0.618 |
119-13 |
|
1.000 |
118-27 |
|
1.618 |
117-31 |
|
2.618 |
116-17 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
120-21 |
| PP |
120-28 |
120-21 |
| S1 |
120-24 |
120-20 |
|