ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-16 |
120-03 |
-0-13 |
-0.3% |
121-30 |
| High |
120-23 |
121-06 |
0-15 |
0.4% |
122-12 |
| Low |
120-00 |
119-31 |
-0-01 |
0.0% |
119-25 |
| Close |
120-03 |
120-30 |
0-27 |
0.7% |
120-26 |
| Range |
0-23 |
1-07 |
0-16 |
69.6% |
2-19 |
| ATR |
1-05 |
1-06 |
0-00 |
0.3% |
0-00 |
| Volume |
14,381 |
7,773 |
-6,608 |
-45.9% |
249,293 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
123-28 |
121-19 |
|
| R3 |
123-04 |
122-21 |
121-09 |
|
| R2 |
121-29 |
121-29 |
121-05 |
|
| R1 |
121-14 |
121-14 |
121-02 |
121-22 |
| PP |
120-22 |
120-22 |
120-22 |
120-26 |
| S1 |
120-07 |
120-07 |
120-26 |
120-14 |
| S2 |
119-15 |
119-15 |
120-23 |
|
| S3 |
118-08 |
119-00 |
120-19 |
|
| S4 |
117-01 |
117-25 |
120-09 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-25 |
127-12 |
122-08 |
|
| R3 |
126-06 |
124-25 |
121-17 |
|
| R2 |
123-19 |
123-19 |
121-09 |
|
| R1 |
122-06 |
122-06 |
121-02 |
121-19 |
| PP |
121-00 |
121-00 |
121-00 |
120-22 |
| S1 |
119-19 |
119-19 |
120-18 |
119-00 |
| S2 |
118-13 |
118-13 |
120-11 |
|
| S3 |
115-26 |
117-00 |
120-03 |
|
| S4 |
113-07 |
114-13 |
119-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-06 |
119-25 |
1-13 |
1.2% |
1-03 |
0.9% |
82% |
True |
False |
17,044 |
| 10 |
122-12 |
119-25 |
2-19 |
2.1% |
1-02 |
0.9% |
45% |
False |
False |
128,501 |
| 20 |
122-12 |
116-26 |
5-18 |
4.6% |
1-03 |
0.9% |
74% |
False |
False |
230,032 |
| 40 |
122-12 |
116-26 |
5-18 |
4.6% |
1-08 |
1.0% |
74% |
False |
False |
271,033 |
| 60 |
122-12 |
116-26 |
5-18 |
4.6% |
1-11 |
1.1% |
74% |
False |
False |
249,359 |
| 80 |
128-06 |
116-26 |
11-12 |
9.4% |
1-14 |
1.2% |
36% |
False |
False |
232,399 |
| 100 |
131-22 |
116-26 |
14-28 |
12.3% |
1-13 |
1.2% |
28% |
False |
False |
187,030 |
| 120 |
134-04 |
116-26 |
17-10 |
14.3% |
1-10 |
1.1% |
24% |
False |
False |
155,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-12 |
|
2.618 |
124-12 |
|
1.618 |
123-05 |
|
1.000 |
122-13 |
|
0.618 |
121-30 |
|
HIGH |
121-06 |
|
0.618 |
120-23 |
|
0.500 |
120-18 |
|
0.382 |
120-14 |
|
LOW |
119-31 |
|
0.618 |
119-07 |
|
1.000 |
118-24 |
|
1.618 |
118-00 |
|
2.618 |
116-25 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-26 |
120-26 |
| PP |
120-22 |
120-22 |
| S1 |
120-18 |
120-18 |
|