ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
121-17 |
121-09 |
-0-08 |
-0.2% |
120-12 |
High |
122-08 |
121-18 |
-0-22 |
-0.6% |
123-22 |
Low |
121-06 |
120-18 |
-0-20 |
-0.5% |
119-24 |
Close |
121-09 |
120-24 |
-0-17 |
-0.4% |
121-24 |
Range |
1-02 |
1-00 |
-0-02 |
-5.9% |
3-30 |
ATR |
1-09 |
1-08 |
-0-01 |
-1.5% |
0-00 |
Volume |
293,254 |
262,520 |
-30,734 |
-10.5% |
1,936,035 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-31 |
123-11 |
121-10 |
|
R3 |
122-31 |
122-11 |
121-01 |
|
R2 |
121-31 |
121-31 |
120-30 |
|
R1 |
121-11 |
121-11 |
120-27 |
121-05 |
PP |
120-31 |
120-31 |
120-31 |
120-28 |
S1 |
120-11 |
120-11 |
120-21 |
120-05 |
S2 |
119-31 |
119-31 |
120-18 |
|
S3 |
118-31 |
119-11 |
120-15 |
|
S4 |
117-31 |
118-11 |
120-06 |
|
|
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 |
125-26 |
2.618 |
124-06 |
1.618 |
123-06 |
1.000 |
122-18 |
0.618 |
122-06 |
HIGH |
121-18 |
0.618 |
121-06 |
0.500 |
121-02 |
0.382 |
120-30 |
LOW |
120-18 |
0.618 |
119-30 |
1.000 |
119-18 |
1.618 |
118-30 |
2.618 |
117-30 |
4.250 |
116-10 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
121-02 |
121-13 |
PP |
120-31 |
121-06 |
S1 |
120-27 |
120-31 |
|