ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
120-24 |
120-12 |
-0-12 |
-0.3% |
119-04 |
High |
121-04 |
120-26 |
-0-10 |
-0.3% |
121-04 |
Low |
120-01 |
119-24 |
-0-09 |
-0.2% |
118-11 |
Close |
120-09 |
120-24 |
0-15 |
0.4% |
120-09 |
Range |
1-03 |
1-02 |
-0-01 |
-2.9% |
2-25 |
ATR |
1-05 |
1-05 |
0-00 |
-0.6% |
0-00 |
Volume |
337,454 |
317,731 |
-19,723 |
-5.8% |
1,623,107 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-20 |
123-08 |
121-11 |
|
R3 |
122-18 |
122-06 |
121-01 |
|
R2 |
121-16 |
121-16 |
120-30 |
|
R1 |
121-04 |
121-04 |
120-27 |
121-10 |
PP |
120-14 |
120-14 |
120-14 |
120-17 |
S1 |
120-02 |
120-02 |
120-21 |
120-08 |
S2 |
119-12 |
119-12 |
120-18 |
|
S3 |
118-10 |
119-00 |
120-15 |
|
S4 |
117-08 |
117-30 |
120-05 |
|
|
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 |
125-10 |
2.618 |
123-19 |
1.618 |
122-17 |
1.000 |
121-28 |
0.618 |
121-15 |
HIGH |
120-26 |
0.618 |
120-13 |
0.500 |
120-09 |
0.382 |
120-05 |
LOW |
119-24 |
0.618 |
119-03 |
1.000 |
118-22 |
1.618 |
118-01 |
2.618 |
116-31 |
4.250 |
115-08 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
120-19 |
120-17 |
PP |
120-14 |
120-11 |
S1 |
120-09 |
120-04 |
|