ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121-22 |
122-05 |
0-15 |
0.4% |
119-05 |
| High |
122-08 |
122-12 |
0-04 |
0.1% |
121-30 |
| Low |
121-01 |
120-28 |
-0-05 |
-0.1% |
119-04 |
| Close |
122-00 |
121-02 |
-0-30 |
-0.8% |
121-23 |
| Range |
1-07 |
1-16 |
0-09 |
23.1% |
2-26 |
| ATR |
1-06 |
1-07 |
0-01 |
1.9% |
0-00 |
| Volume |
53,970 |
41,961 |
-12,009 |
-22.3% |
1,553,724 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-30 |
125-00 |
121-28 |
|
| R3 |
124-14 |
123-16 |
121-15 |
|
| R2 |
122-30 |
122-30 |
121-11 |
|
| R1 |
122-00 |
122-00 |
121-06 |
121-23 |
| PP |
121-14 |
121-14 |
121-14 |
121-10 |
| S1 |
120-16 |
120-16 |
120-30 |
120-07 |
| S2 |
119-30 |
119-30 |
120-25 |
|
| S3 |
118-14 |
119-00 |
120-21 |
|
| S4 |
116-30 |
117-16 |
120-08 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-11 |
123-08 |
|
| R3 |
126-18 |
125-17 |
122-16 |
|
| R2 |
123-24 |
123-24 |
122-08 |
|
| R1 |
122-23 |
122-23 |
121-31 |
123-08 |
| PP |
120-30 |
120-30 |
120-30 |
121-06 |
| S1 |
119-29 |
119-29 |
121-15 |
120-14 |
| S2 |
118-04 |
118-04 |
121-06 |
|
| S3 |
115-10 |
117-03 |
120-30 |
|
| S4 |
112-16 |
114-09 |
120-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
120-26 |
1-18 |
1.3% |
1-01 |
0.8% |
16% |
True |
False |
239,957 |
| 10 |
122-12 |
118-18 |
3-26 |
3.1% |
1-03 |
0.9% |
66% |
True |
False |
282,022 |
| 20 |
122-12 |
116-26 |
5-18 |
4.6% |
1-05 |
0.9% |
76% |
True |
False |
304,561 |
| 40 |
122-12 |
116-26 |
5-18 |
4.6% |
1-09 |
1.1% |
76% |
True |
False |
302,443 |
| 60 |
125-14 |
116-26 |
8-20 |
7.1% |
1-13 |
1.2% |
49% |
False |
False |
273,708 |
| 80 |
130-01 |
116-26 |
13-07 |
10.9% |
1-14 |
1.2% |
32% |
False |
False |
232,066 |
| 100 |
133-25 |
116-26 |
16-31 |
14.0% |
1-13 |
1.2% |
25% |
False |
False |
186,185 |
| 120 |
134-04 |
116-26 |
17-10 |
14.3% |
1-09 |
1.1% |
25% |
False |
False |
155,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-24 |
|
2.618 |
126-10 |
|
1.618 |
124-26 |
|
1.000 |
123-28 |
|
0.618 |
123-10 |
|
HIGH |
122-12 |
|
0.618 |
121-26 |
|
0.500 |
121-20 |
|
0.382 |
121-14 |
|
LOW |
120-28 |
|
0.618 |
119-30 |
|
1.000 |
119-12 |
|
1.618 |
118-14 |
|
2.618 |
116-30 |
|
4.250 |
114-16 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-20 |
121-20 |
| PP |
121-14 |
121-14 |
| S1 |
121-08 |
121-08 |
|