ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 19-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-27 |
112-26 |
-0-01 |
0.0% |
112-12 |
| High |
113-00 |
112-30 |
-0-02 |
-0.1% |
113-19 |
| Low |
112-14 |
112-12 |
-0-02 |
-0.1% |
112-07 |
| Close |
112-26 |
112-16 |
-0-10 |
-0.3% |
112-26 |
| Range |
0-18 |
0-18 |
0-00 |
0.0% |
1-12 |
| ATR |
0-23 |
0-22 |
0-00 |
-1.5% |
0-00 |
| Volume |
395,755 |
322,635 |
-73,120 |
-18.5% |
2,317,700 |
|
| Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-09 |
113-31 |
112-26 |
|
| R3 |
113-23 |
113-13 |
112-21 |
|
| R2 |
113-05 |
113-05 |
112-19 |
|
| R1 |
112-27 |
112-27 |
112-18 |
112-23 |
| PP |
112-19 |
112-19 |
112-19 |
112-18 |
| S1 |
112-09 |
112-09 |
112-14 |
112-05 |
| S2 |
112-01 |
112-01 |
112-13 |
|
| S3 |
111-15 |
111-23 |
112-11 |
|
| S4 |
110-29 |
111-05 |
112-06 |
|
|
| 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 |
112-12 |
1-07 |
1.1% |
0-21 |
0.6% |
10% |
False |
True |
426,483 |
| 10 |
113-20 |
112-07 |
1-13 |
1.3% |
0-22 |
0.6% |
20% |
False |
False |
443,030 |
| 20 |
114-02 |
110-26 |
3-08 |
2.9% |
0-24 |
0.7% |
52% |
False |
False |
378,919 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-21 |
0.6% |
68% |
False |
False |
190,582 |
| 60 |
114-02 |
109-06 |
4-28 |
4.3% |
0-18 |
0.5% |
68% |
False |
False |
127,144 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.5% |
60% |
False |
False |
95,363 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
60% |
False |
False |
76,291 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
60% |
False |
False |
63,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-10 |
|
2.618 |
114-13 |
|
1.618 |
113-27 |
|
1.000 |
113-16 |
|
0.618 |
113-09 |
|
HIGH |
112-30 |
|
0.618 |
112-23 |
|
0.500 |
112-21 |
|
0.382 |
112-19 |
|
LOW |
112-12 |
|
0.618 |
112-01 |
|
1.000 |
111-26 |
|
1.618 |
111-15 |
|
2.618 |
110-29 |
|
4.250 |
110-00 |
|
|
| Fisher Pivots for day following 19-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-21 |
112-22 |
| PP |
112-19 |
112-20 |
| S1 |
112-18 |
112-18 |
|