ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-26 |
112-27 |
0-01 |
0.0% |
112-12 |
| High |
113-01 |
113-00 |
-0-01 |
0.0% |
113-19 |
| Low |
112-14 |
112-14 |
0-00 |
0.0% |
112-07 |
| Close |
112-28 |
112-26 |
-0-02 |
-0.1% |
112-26 |
| Range |
0-19 |
0-18 |
-0-01 |
-5.3% |
1-12 |
| ATR |
0-23 |
0-23 |
0-00 |
-1.6% |
0-00 |
| Volume |
608,545 |
395,755 |
-212,790 |
-35.0% |
2,317,700 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-14 |
114-06 |
113-04 |
|
| R3 |
113-28 |
113-20 |
112-31 |
|
| R2 |
113-10 |
113-10 |
112-29 |
|
| R1 |
113-02 |
113-02 |
112-28 |
112-29 |
| PP |
112-24 |
112-24 |
112-24 |
112-22 |
| S1 |
112-16 |
112-16 |
112-24 |
112-11 |
| S2 |
112-06 |
112-06 |
112-23 |
|
| S3 |
111-20 |
111-30 |
112-21 |
|
| S4 |
111-02 |
111-12 |
112-16 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-00 |
116-09 |
113-18 |
|
| R3 |
115-20 |
114-29 |
113-06 |
|
| R2 |
114-08 |
114-08 |
113-02 |
|
| R1 |
113-17 |
113-17 |
112-30 |
113-28 |
| PP |
112-28 |
112-28 |
112-28 |
113-02 |
| S1 |
112-05 |
112-05 |
112-22 |
112-16 |
| S2 |
111-16 |
111-16 |
112-18 |
|
| S3 |
110-04 |
110-25 |
112-14 |
|
| S4 |
108-24 |
109-13 |
112-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-19 |
112-07 |
1-12 |
1.2% |
0-23 |
0.6% |
43% |
False |
False |
463,540 |
| 10 |
113-30 |
112-07 |
1-23 |
1.5% |
0-23 |
0.6% |
35% |
False |
False |
459,005 |
| 20 |
114-02 |
110-26 |
3-08 |
2.9% |
0-24 |
0.7% |
62% |
False |
False |
362,819 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-21 |
0.6% |
74% |
False |
False |
182,521 |
| 60 |
114-02 |
109-06 |
4-28 |
4.3% |
0-18 |
0.5% |
74% |
False |
False |
121,768 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.4% |
66% |
False |
False |
91,331 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
66% |
False |
False |
73,064 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
66% |
False |
False |
60,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-12 |
|
2.618 |
114-15 |
|
1.618 |
113-29 |
|
1.000 |
113-18 |
|
0.618 |
113-11 |
|
HIGH |
113-00 |
|
0.618 |
112-25 |
|
0.500 |
112-23 |
|
0.382 |
112-21 |
|
LOW |
112-14 |
|
0.618 |
112-03 |
|
1.000 |
111-28 |
|
1.618 |
111-17 |
|
2.618 |
110-31 |
|
4.250 |
110-02 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-25 |
113-00 |
| PP |
112-24 |
112-30 |
| S1 |
112-23 |
112-28 |
|