ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121-25 |
121-27 |
0-02 |
0.1% |
120-12 |
| High |
122-00 |
121-29 |
-0-03 |
-0.1% |
123-22 |
| Low |
120-23 |
120-25 |
0-02 |
0.1% |
119-24 |
| Close |
121-24 |
121-15 |
-0-09 |
-0.2% |
121-24 |
| Range |
1-09 |
1-04 |
-0-05 |
-12.2% |
3-30 |
| ATR |
1-11 |
1-10 |
0-00 |
-1.1% |
0-00 |
| Volume |
276,992 |
269,891 |
-7,101 |
-2.6% |
1,936,035 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-24 |
124-08 |
122-03 |
|
| R3 |
123-20 |
123-04 |
121-25 |
|
| R2 |
122-16 |
122-16 |
121-22 |
|
| R1 |
122-00 |
122-00 |
121-18 |
121-22 |
| PP |
121-12 |
121-12 |
121-12 |
121-08 |
| S1 |
120-28 |
120-28 |
121-12 |
120-18 |
| S2 |
120-08 |
120-08 |
121-08 |
|
| S3 |
119-04 |
119-24 |
121-05 |
|
| S4 |
118-00 |
118-20 |
120-27 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-17 |
131-19 |
123-29 |
|
| R3 |
129-19 |
127-21 |
122-27 |
|
| R2 |
125-21 |
125-21 |
122-15 |
|
| R1 |
123-23 |
123-23 |
122-04 |
124-22 |
| PP |
121-23 |
121-23 |
121-23 |
122-07 |
| S1 |
119-25 |
119-25 |
121-12 |
120-24 |
| S2 |
117-25 |
117-25 |
121-01 |
|
| S3 |
113-27 |
115-27 |
120-21 |
|
| S4 |
109-29 |
111-29 |
119-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-22 |
|
2.618 |
124-27 |
|
1.618 |
123-23 |
|
1.000 |
123-01 |
|
0.618 |
122-19 |
|
HIGH |
121-29 |
|
0.618 |
121-15 |
|
0.500 |
121-11 |
|
0.382 |
121-07 |
|
LOW |
120-25 |
|
0.618 |
120-03 |
|
1.000 |
119-21 |
|
1.618 |
118-31 |
|
2.618 |
117-27 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-14 |
121-31 |
| PP |
121-12 |
121-26 |
| S1 |
121-11 |
121-20 |
|