ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
121-13 |
121-17 |
0-04 |
0.1% |
120-12 |
| High |
121-21 |
122-08 |
0-19 |
0.5% |
123-22 |
| Low |
120-30 |
121-06 |
0-08 |
0.2% |
119-24 |
| Close |
121-15 |
121-09 |
-0-06 |
-0.2% |
121-24 |
| Range |
0-23 |
1-02 |
0-11 |
47.8% |
3-30 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.2% |
0-00 |
| Volume |
245,923 |
293,254 |
47,331 |
19.2% |
1,936,035 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-24 |
124-03 |
121-28 |
|
| R3 |
123-22 |
123-01 |
121-18 |
|
| R2 |
122-20 |
122-20 |
121-15 |
|
| R1 |
121-31 |
121-31 |
121-12 |
121-24 |
| PP |
121-18 |
121-18 |
121-18 |
121-15 |
| S1 |
120-29 |
120-29 |
121-06 |
120-22 |
| S2 |
120-16 |
120-16 |
121-03 |
|
| S3 |
119-14 |
119-27 |
121-00 |
|
| S4 |
118-12 |
118-25 |
120-22 |
|
|
| 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 |
126-24 |
|
2.618 |
125-01 |
|
1.618 |
123-31 |
|
1.000 |
123-10 |
|
0.618 |
122-29 |
|
HIGH |
122-08 |
|
0.618 |
121-27 |
|
0.500 |
121-23 |
|
0.382 |
121-19 |
|
LOW |
121-06 |
|
0.618 |
120-17 |
|
1.000 |
120-04 |
|
1.618 |
119-15 |
|
2.618 |
118-13 |
|
4.250 |
116-22 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-23 |
121-16 |
| PP |
121-18 |
121-14 |
| S1 |
121-14 |
121-12 |
|