ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-08 |
120-24 |
1-16 |
1.3% |
119-04 |
High |
120-27 |
121-04 |
0-09 |
0.2% |
121-04 |
Low |
119-04 |
120-01 |
0-29 |
0.8% |
118-11 |
Close |
120-10 |
120-09 |
-0-01 |
0.0% |
120-09 |
Range |
1-23 |
1-03 |
-0-20 |
-36.4% |
2-25 |
ATR |
1-05 |
1-05 |
0-00 |
-0.4% |
0-00 |
Volume |
437,777 |
337,454 |
-100,323 |
-22.9% |
1,623,107 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-24 |
123-04 |
120-28 |
|
R3 |
122-21 |
122-01 |
120-19 |
|
R2 |
121-18 |
121-18 |
120-15 |
|
R1 |
120-30 |
120-30 |
120-12 |
120-22 |
PP |
120-15 |
120-15 |
120-15 |
120-12 |
S1 |
119-27 |
119-27 |
120-06 |
119-20 |
S2 |
119-12 |
119-12 |
120-03 |
|
S3 |
118-09 |
118-24 |
119-31 |
|
S4 |
117-06 |
117-21 |
119-22 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-08 |
127-02 |
121-26 |
|
R3 |
125-15 |
124-09 |
121-01 |
|
R2 |
122-22 |
122-22 |
120-25 |
|
R1 |
121-16 |
121-16 |
120-17 |
122-03 |
PP |
119-29 |
119-29 |
119-29 |
120-07 |
S1 |
118-23 |
118-23 |
120-01 |
119-10 |
S2 |
117-04 |
117-04 |
119-25 |
|
S3 |
114-11 |
115-30 |
119-17 |
|
S4 |
111-18 |
113-05 |
118-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-25 |
2.618 |
124-00 |
1.618 |
122-29 |
1.000 |
122-07 |
0.618 |
121-26 |
HIGH |
121-04 |
0.618 |
120-23 |
0.500 |
120-18 |
0.382 |
120-14 |
LOW |
120-01 |
0.618 |
119-11 |
1.000 |
118-30 |
1.618 |
118-08 |
2.618 |
117-05 |
4.250 |
115-12 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
120-18 |
120-03 |
PP |
120-15 |
119-29 |
S1 |
120-12 |
119-24 |
|