ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
118-29 |
-0-07 |
-0.2% |
120-11 |
| High |
119-16 |
119-06 |
-0-10 |
-0.3% |
120-26 |
| Low |
118-13 |
118-12 |
-0-01 |
0.0% |
118-05 |
| Close |
119-06 |
118-16 |
-0-22 |
-0.6% |
119-07 |
| Range |
1-03 |
0-26 |
-0-09 |
-25.7% |
2-21 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.0% |
0-00 |
| Volume |
261,103 |
262,397 |
1,294 |
0.5% |
1,790,961 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
120-20 |
118-30 |
|
| R3 |
120-10 |
119-26 |
118-23 |
|
| R2 |
119-16 |
119-16 |
118-21 |
|
| R1 |
119-00 |
119-00 |
118-18 |
118-27 |
| PP |
118-22 |
118-22 |
118-22 |
118-20 |
| S1 |
118-06 |
118-06 |
118-14 |
118-01 |
| S2 |
117-28 |
117-28 |
118-11 |
|
| S3 |
117-02 |
117-12 |
118-09 |
|
| S4 |
116-08 |
116-18 |
118-02 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
125-30 |
120-22 |
|
| R3 |
124-23 |
123-09 |
119-30 |
|
| R2 |
122-02 |
122-02 |
119-23 |
|
| R1 |
120-20 |
120-20 |
119-15 |
120-00 |
| PP |
119-13 |
119-13 |
119-13 |
119-03 |
| S1 |
117-31 |
117-31 |
118-31 |
117-12 |
| S2 |
116-24 |
116-24 |
118-23 |
|
| S3 |
114-03 |
115-10 |
118-16 |
|
| S4 |
111-14 |
112-21 |
117-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
121-10 |
|
1.618 |
120-16 |
|
1.000 |
120-00 |
|
0.618 |
119-22 |
|
HIGH |
119-06 |
|
0.618 |
118-28 |
|
0.500 |
118-25 |
|
0.382 |
118-22 |
|
LOW |
118-12 |
|
0.618 |
117-28 |
|
1.000 |
117-18 |
|
1.618 |
117-02 |
|
2.618 |
116-08 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-25 |
118-26 |
| PP |
118-22 |
118-23 |
| S1 |
118-19 |
118-20 |
|