ECBOT 30 Year Treasury Bond Future September 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 |
120-20 |
119-19 |
-1-01 |
-0.9% |
119-09 |
| High |
120-20 |
119-22 |
-0-30 |
-0.8% |
121-05 |
| Low |
120-02 |
119-10 |
-0-24 |
-0.6% |
119-09 |
| Close |
119-26 |
119-10 |
-0-16 |
-0.4% |
120-09 |
| Range |
0-18 |
0-12 |
-0-06 |
-33.3% |
1-28 |
| ATR |
0-19 |
0-19 |
0-00 |
-1.0% |
0-00 |
| Volume |
1 |
2 |
1 |
100.0% |
15 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
120-10 |
119-17 |
|
| R3 |
120-06 |
119-30 |
119-13 |
|
| R2 |
119-26 |
119-26 |
119-12 |
|
| R1 |
119-18 |
119-18 |
119-11 |
119-16 |
| PP |
119-14 |
119-14 |
119-14 |
119-13 |
| S1 |
119-06 |
119-06 |
119-09 |
119-04 |
| S2 |
119-02 |
119-02 |
119-08 |
|
| S3 |
118-22 |
118-26 |
119-07 |
|
| S4 |
118-10 |
118-14 |
119-03 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-28 |
124-30 |
121-10 |
|
| R3 |
124-00 |
123-02 |
120-26 |
|
| R2 |
122-04 |
122-04 |
120-20 |
|
| R1 |
121-06 |
121-06 |
120-14 |
121-21 |
| PP |
120-08 |
120-08 |
120-08 |
120-15 |
| S1 |
119-10 |
119-10 |
120-04 |
119-25 |
| S2 |
118-12 |
118-12 |
119-30 |
|
| S3 |
116-16 |
117-14 |
119-24 |
|
| S4 |
114-20 |
115-18 |
119-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-09 |
|
2.618 |
120-21 |
|
1.618 |
120-09 |
|
1.000 |
120-02 |
|
0.618 |
119-29 |
|
HIGH |
119-22 |
|
0.618 |
119-17 |
|
0.500 |
119-16 |
|
0.382 |
119-15 |
|
LOW |
119-10 |
|
0.618 |
119-03 |
|
1.000 |
118-30 |
|
1.618 |
118-23 |
|
2.618 |
118-11 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
119-31 |
| PP |
119-14 |
119-24 |
| S1 |
119-12 |
119-17 |
|