ECBOT 30 Year Treasury Bond Future June 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 |
118-15 |
119-08 |
0-25 |
0.7% |
120-11 |
| High |
119-21 |
120-27 |
1-06 |
1.0% |
120-26 |
| Low |
118-11 |
119-04 |
0-25 |
0.7% |
118-05 |
| Close |
119-11 |
120-10 |
0-31 |
0.8% |
119-07 |
| Range |
1-10 |
1-23 |
0-13 |
31.0% |
2-21 |
| ATR |
1-04 |
1-05 |
0-01 |
3.8% |
0-00 |
| Volume |
324,376 |
437,777 |
113,401 |
35.0% |
1,790,961 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-16 |
121-08 |
|
| R3 |
123-17 |
122-25 |
120-25 |
|
| R2 |
121-26 |
121-26 |
120-20 |
|
| R1 |
121-02 |
121-02 |
120-15 |
121-14 |
| PP |
120-03 |
120-03 |
120-03 |
120-09 |
| S1 |
119-11 |
119-11 |
120-05 |
119-23 |
| S2 |
118-12 |
118-12 |
120-00 |
|
| S3 |
116-21 |
117-20 |
119-27 |
|
| S4 |
114-30 |
115-29 |
119-12 |
|
|
| 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 |
128-05 |
|
2.618 |
125-11 |
|
1.618 |
123-20 |
|
1.000 |
122-18 |
|
0.618 |
121-29 |
|
HIGH |
120-27 |
|
0.618 |
120-06 |
|
0.500 |
120-00 |
|
0.382 |
119-25 |
|
LOW |
119-04 |
|
0.618 |
118-02 |
|
1.000 |
117-13 |
|
1.618 |
116-11 |
|
2.618 |
114-20 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-02 |
| PP |
120-03 |
119-27 |
| S1 |
120-00 |
119-19 |
|