ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-28 |
0-25 |
0.7% |
121-30 |
| High |
121-06 |
122-14 |
1-08 |
1.0% |
122-12 |
| Low |
119-31 |
120-25 |
0-26 |
0.7% |
119-25 |
| Close |
120-30 |
121-29 |
0-31 |
0.8% |
120-26 |
| Range |
1-07 |
1-21 |
0-14 |
35.9% |
2-19 |
| ATR |
1-06 |
1-07 |
0-01 |
2.9% |
0-00 |
| Volume |
7,773 |
7,517 |
-256 |
-3.3% |
249,293 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
125-30 |
122-26 |
|
| R3 |
125-01 |
124-09 |
122-12 |
|
| R2 |
123-12 |
123-12 |
122-07 |
|
| R1 |
122-20 |
122-20 |
122-02 |
123-00 |
| PP |
121-23 |
121-23 |
121-23 |
121-28 |
| S1 |
120-31 |
120-31 |
121-24 |
121-11 |
| S2 |
120-02 |
120-02 |
121-19 |
|
| S3 |
118-13 |
119-10 |
121-14 |
|
| S4 |
116-24 |
117-21 |
121-00 |
|
|
| 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 |
122-14 |
119-25 |
2-21 |
2.2% |
1-06 |
1.0% |
80% |
True |
False |
11,549 |
| 10 |
122-14 |
119-25 |
2-21 |
2.2% |
1-04 |
0.9% |
80% |
True |
False |
63,875 |
| 20 |
122-14 |
117-10 |
5-04 |
4.2% |
1-03 |
0.9% |
90% |
True |
False |
209,657 |
| 40 |
122-14 |
116-26 |
5-20 |
4.6% |
1-08 |
1.0% |
91% |
True |
False |
264,597 |
| 60 |
122-14 |
116-26 |
5-20 |
4.6% |
1-11 |
1.1% |
91% |
True |
False |
245,822 |
| 80 |
128-00 |
116-26 |
11-06 |
9.2% |
1-14 |
1.2% |
46% |
False |
False |
232,487 |
| 100 |
131-22 |
116-26 |
14-28 |
12.2% |
1-13 |
1.2% |
34% |
False |
False |
187,101 |
| 120 |
134-04 |
116-26 |
17-10 |
14.2% |
1-10 |
1.1% |
29% |
False |
False |
155,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-15 |
|
2.618 |
126-25 |
|
1.618 |
125-04 |
|
1.000 |
124-03 |
|
0.618 |
123-15 |
|
HIGH |
122-14 |
|
0.618 |
121-26 |
|
0.500 |
121-20 |
|
0.382 |
121-13 |
|
LOW |
120-25 |
|
0.618 |
119-24 |
|
1.000 |
119-04 |
|
1.618 |
118-03 |
|
2.618 |
116-14 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-26 |
121-22 |
| PP |
121-23 |
121-14 |
| S1 |
121-20 |
121-06 |
|