ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
121-27 |
121-13 |
-0-14 |
-0.4% |
120-12 |
High |
121-29 |
121-21 |
-0-08 |
-0.2% |
123-22 |
Low |
120-25 |
120-30 |
0-05 |
0.1% |
119-24 |
Close |
121-15 |
121-15 |
0-00 |
0.0% |
121-24 |
Range |
1-04 |
0-23 |
-0-13 |
-36.1% |
3-30 |
ATR |
1-10 |
1-09 |
-0-01 |
-3.3% |
0-00 |
Volume |
269,891 |
245,923 |
-23,968 |
-8.9% |
1,936,035 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-16 |
123-07 |
121-28 |
|
R3 |
122-25 |
122-16 |
121-21 |
|
R2 |
122-02 |
122-02 |
121-19 |
|
R1 |
121-25 |
121-25 |
121-17 |
121-30 |
PP |
121-11 |
121-11 |
121-11 |
121-14 |
S1 |
121-02 |
121-02 |
121-13 |
121-06 |
S2 |
120-20 |
120-20 |
121-11 |
|
S3 |
119-29 |
120-11 |
121-09 |
|
S4 |
119-06 |
119-20 |
121-02 |
|
|
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 |
124-23 |
2.618 |
123-17 |
1.618 |
122-26 |
1.000 |
122-12 |
0.618 |
122-03 |
HIGH |
121-21 |
0.618 |
121-12 |
0.500 |
121-10 |
0.382 |
121-07 |
LOW |
120-30 |
0.618 |
120-16 |
1.000 |
120-07 |
1.618 |
119-25 |
2.618 |
119-02 |
4.250 |
117-28 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
121-13 |
121-14 |
PP |
121-11 |
121-13 |
S1 |
121-10 |
121-12 |
|