ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122-04 |
122-04 |
0-00 |
0.0% |
120-24 |
| High |
122-11 |
123-31 |
1-20 |
1.3% |
122-21 |
| Low |
121-12 |
122-04 |
0-24 |
0.6% |
119-31 |
| Close |
122-11 |
122-28 |
0-17 |
0.4% |
121-28 |
| Range |
0-31 |
1-27 |
0-28 |
90.3% |
2-22 |
| ATR |
1-06 |
1-07 |
0-02 |
4.0% |
0-00 |
| Volume |
1,222 |
3,828 |
2,606 |
213.3% |
42,405 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
127-17 |
123-28 |
|
| R3 |
126-22 |
125-22 |
123-12 |
|
| R2 |
124-27 |
124-27 |
123-07 |
|
| R1 |
123-27 |
123-27 |
123-01 |
124-11 |
| PP |
123-00 |
123-00 |
123-00 |
123-08 |
| S1 |
122-00 |
122-00 |
122-23 |
122-16 |
| S2 |
121-05 |
121-05 |
122-17 |
|
| S3 |
119-10 |
120-05 |
122-12 |
|
| S4 |
117-15 |
118-10 |
121-28 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-18 |
128-13 |
123-11 |
|
| R3 |
126-28 |
125-23 |
122-20 |
|
| R2 |
124-06 |
124-06 |
122-12 |
|
| R1 |
123-01 |
123-01 |
122-04 |
123-20 |
| PP |
121-16 |
121-16 |
121-16 |
121-25 |
| S1 |
120-11 |
120-11 |
121-20 |
120-30 |
| S2 |
118-26 |
118-26 |
121-12 |
|
| S3 |
116-04 |
117-21 |
121-04 |
|
| S4 |
113-14 |
114-31 |
120-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-31 |
119-31 |
4-00 |
3.3% |
1-11 |
1.1% |
73% |
True |
False |
5,241 |
| 10 |
123-31 |
119-25 |
4-06 |
3.4% |
1-08 |
1.0% |
74% |
True |
False |
14,561 |
| 20 |
123-31 |
118-15 |
5-16 |
4.5% |
1-04 |
0.9% |
80% |
True |
False |
159,881 |
| 40 |
123-31 |
116-26 |
7-05 |
5.8% |
1-08 |
1.0% |
85% |
True |
False |
240,564 |
| 60 |
123-31 |
116-26 |
7-05 |
5.8% |
1-10 |
1.1% |
85% |
True |
False |
230,710 |
| 80 |
128-00 |
116-26 |
11-06 |
9.1% |
1-13 |
1.1% |
54% |
False |
False |
232,024 |
| 100 |
131-16 |
116-26 |
14-22 |
12.0% |
1-13 |
1.1% |
41% |
False |
False |
187,174 |
| 120 |
134-04 |
116-26 |
17-10 |
14.1% |
1-11 |
1.1% |
35% |
False |
False |
156,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-26 |
|
2.618 |
128-25 |
|
1.618 |
126-30 |
|
1.000 |
125-26 |
|
0.618 |
125-03 |
|
HIGH |
123-31 |
|
0.618 |
123-08 |
|
0.500 |
123-02 |
|
0.382 |
122-27 |
|
LOW |
122-04 |
|
0.618 |
121-00 |
|
1.000 |
120-09 |
|
1.618 |
119-05 |
|
2.618 |
117-10 |
|
4.250 |
114-09 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-02 |
122-26 |
| PP |
123-00 |
122-24 |
| S1 |
122-30 |
122-22 |
|