ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
123-04 |
-1-20 |
-1.3% |
122-04 |
| High |
124-24 |
123-16 |
-1-08 |
-1.0% |
125-06 |
| Low |
123-03 |
122-15 |
-0-20 |
-0.5% |
121-12 |
| Close |
123-16 |
123-11 |
-0-05 |
-0.1% |
123-11 |
| Range |
1-21 |
1-01 |
-0-20 |
-37.7% |
3-26 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,553 |
3,381 |
1,828 |
117.7% |
14,615 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-06 |
125-26 |
123-29 |
|
| R3 |
125-05 |
124-25 |
123-20 |
|
| R2 |
124-04 |
124-04 |
123-17 |
|
| R1 |
123-24 |
123-24 |
123-14 |
123-30 |
| PP |
123-03 |
123-03 |
123-03 |
123-06 |
| S1 |
122-23 |
122-23 |
123-08 |
122-29 |
| S2 |
122-02 |
122-02 |
123-05 |
|
| S3 |
121-01 |
121-22 |
123-02 |
|
| S4 |
120-00 |
120-21 |
122-25 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-24 |
132-27 |
125-14 |
|
| R3 |
130-30 |
129-01 |
124-13 |
|
| R2 |
127-04 |
127-04 |
124-01 |
|
| R1 |
125-07 |
125-07 |
123-22 |
126-06 |
| PP |
123-10 |
123-10 |
123-10 |
123-25 |
| S1 |
121-13 |
121-13 |
123-00 |
122-12 |
| S2 |
119-16 |
119-16 |
122-21 |
|
| S3 |
115-22 |
117-19 |
122-09 |
|
| S4 |
111-28 |
113-25 |
121-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-06 |
121-12 |
3-26 |
3.1% |
1-19 |
1.3% |
52% |
False |
False |
2,923 |
| 10 |
125-06 |
119-31 |
5-07 |
4.2% |
1-12 |
1.1% |
65% |
False |
False |
5,702 |
| 20 |
125-06 |
118-22 |
6-16 |
5.3% |
1-08 |
1.0% |
72% |
False |
False |
108,273 |
| 40 |
125-06 |
116-26 |
8-12 |
6.8% |
1-08 |
1.0% |
78% |
False |
False |
218,309 |
| 60 |
125-06 |
116-26 |
8-12 |
6.8% |
1-10 |
1.1% |
78% |
False |
False |
220,157 |
| 80 |
128-00 |
116-26 |
11-06 |
9.1% |
1-13 |
1.2% |
58% |
False |
False |
231,476 |
| 100 |
131-16 |
116-26 |
14-22 |
11.9% |
1-14 |
1.2% |
44% |
False |
False |
187,180 |
| 120 |
134-04 |
116-26 |
17-10 |
14.0% |
1-11 |
1.1% |
38% |
False |
False |
156,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-28 |
|
2.618 |
126-06 |
|
1.618 |
125-05 |
|
1.000 |
124-17 |
|
0.618 |
124-04 |
|
HIGH |
123-16 |
|
0.618 |
123-03 |
|
0.500 |
123-00 |
|
0.382 |
122-28 |
|
LOW |
122-15 |
|
0.618 |
121-27 |
|
1.000 |
121-14 |
|
1.618 |
120-26 |
|
2.618 |
119-25 |
|
4.250 |
118-03 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-07 |
123-26 |
| PP |
123-03 |
123-21 |
| S1 |
123-00 |
123-16 |
|