ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
122-04 |
123-07 |
1-03 |
0.9% |
120-24 |
| High |
123-31 |
125-06 |
1-07 |
1.0% |
122-21 |
| Low |
122-04 |
122-22 |
0-18 |
0.5% |
119-31 |
| Close |
122-28 |
124-02 |
1-06 |
1.0% |
121-28 |
| Range |
1-27 |
2-16 |
0-21 |
35.6% |
2-22 |
| ATR |
1-07 |
1-10 |
0-03 |
7.4% |
0-00 |
| Volume |
3,828 |
4,631 |
803 |
21.0% |
42,405 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
130-09 |
125-14 |
|
| R3 |
128-31 |
127-25 |
124-24 |
|
| R2 |
126-15 |
126-15 |
124-17 |
|
| R1 |
125-09 |
125-09 |
124-09 |
125-28 |
| PP |
123-31 |
123-31 |
123-31 |
124-09 |
| S1 |
122-25 |
122-25 |
123-27 |
123-12 |
| S2 |
121-15 |
121-15 |
123-19 |
|
| S3 |
118-31 |
120-09 |
123-12 |
|
| S4 |
116-15 |
117-25 |
122-22 |
|
|
| 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 |
125-06 |
120-25 |
4-13 |
3.6% |
1-19 |
1.3% |
74% |
True |
False |
4,612 |
| 10 |
125-06 |
119-25 |
5-13 |
4.4% |
1-11 |
1.1% |
79% |
True |
False |
10,828 |
| 20 |
125-06 |
118-18 |
6-20 |
5.3% |
1-07 |
1.0% |
83% |
True |
False |
146,425 |
| 40 |
125-06 |
116-26 |
8-12 |
6.8% |
1-08 |
1.0% |
87% |
True |
False |
233,738 |
| 60 |
125-06 |
116-26 |
8-12 |
6.8% |
1-10 |
1.1% |
87% |
True |
False |
226,413 |
| 80 |
128-00 |
116-26 |
11-06 |
9.0% |
1-13 |
1.1% |
65% |
False |
False |
231,825 |
| 100 |
131-16 |
116-26 |
14-22 |
11.8% |
1-14 |
1.1% |
49% |
False |
False |
187,200 |
| 120 |
134-04 |
116-26 |
17-10 |
14.0% |
1-11 |
1.1% |
42% |
False |
False |
156,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-26 |
|
2.618 |
131-23 |
|
1.618 |
129-07 |
|
1.000 |
127-22 |
|
0.618 |
126-23 |
|
HIGH |
125-06 |
|
0.618 |
124-07 |
|
0.500 |
123-30 |
|
0.382 |
123-21 |
|
LOW |
122-22 |
|
0.618 |
121-05 |
|
1.000 |
120-06 |
|
1.618 |
118-21 |
|
2.618 |
116-05 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-01 |
123-26 |
| PP |
123-31 |
123-17 |
| S1 |
123-30 |
123-09 |
|