ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
119-27 |
121-00 |
1-05 |
1.0% |
117-19 |
| High |
119-27 |
121-05 |
1-10 |
1.1% |
118-24 |
| Low |
119-27 |
121-00 |
1-05 |
1.0% |
116-29 |
| Close |
119-27 |
121-01 |
1-06 |
1.0% |
118-24 |
| Range |
0-00 |
0-05 |
0-05 |
|
1-27 |
| ATR |
0-18 |
0-20 |
0-02 |
9.3% |
0-00 |
| Volume |
1 |
1 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
121-14 |
121-04 |
|
| R3 |
121-12 |
121-09 |
121-02 |
|
| R2 |
121-07 |
121-07 |
121-02 |
|
| R1 |
121-04 |
121-04 |
121-01 |
121-06 |
| PP |
121-02 |
121-02 |
121-02 |
121-03 |
| S1 |
120-31 |
120-31 |
121-01 |
121-00 |
| S2 |
120-29 |
120-29 |
121-00 |
|
| S3 |
120-24 |
120-26 |
121-00 |
|
| S4 |
120-19 |
120-21 |
120-30 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
123-02 |
119-24 |
|
| R3 |
121-26 |
121-07 |
119-08 |
|
| R2 |
119-31 |
119-31 |
119-03 |
|
| R1 |
119-12 |
119-12 |
118-29 |
119-22 |
| PP |
118-04 |
118-04 |
118-04 |
118-09 |
| S1 |
117-17 |
117-17 |
118-19 |
117-26 |
| S2 |
116-09 |
116-09 |
118-13 |
|
| S3 |
114-14 |
115-22 |
118-08 |
|
| S4 |
112-19 |
113-27 |
117-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-26 |
|
2.618 |
121-18 |
|
1.618 |
121-13 |
|
1.000 |
121-10 |
|
0.618 |
121-08 |
|
HIGH |
121-05 |
|
0.618 |
121-03 |
|
0.500 |
121-02 |
|
0.382 |
121-02 |
|
LOW |
121-00 |
|
0.618 |
120-29 |
|
1.000 |
120-27 |
|
1.618 |
120-24 |
|
2.618 |
120-19 |
|
4.250 |
120-11 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-02 |
120-24 |
| PP |
121-02 |
120-16 |
| S1 |
121-02 |
120-07 |
|