ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
112-23 |
112-02 |
-0-21 |
-0.6% |
112-26 |
High |
112-25 |
112-11 |
-0-14 |
-0.4% |
113-03 |
Low |
111-28 |
111-24 |
-0-04 |
-0.1% |
111-24 |
Close |
112-02 |
111-27 |
-0-07 |
-0.2% |
111-27 |
Range |
0-29 |
0-19 |
-0-10 |
-34.5% |
1-11 |
ATR |
0-23 |
0-23 |
0-00 |
-1.3% |
0-00 |
Volume |
510,772 |
510,452 |
-320 |
-0.1% |
1,840,261 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-24 |
113-13 |
112-05 |
|
R3 |
113-05 |
112-26 |
112-00 |
|
R2 |
112-18 |
112-18 |
111-30 |
|
R1 |
112-07 |
112-07 |
111-29 |
112-03 |
PP |
111-31 |
111-31 |
111-31 |
111-30 |
S1 |
111-20 |
111-20 |
111-25 |
111-16 |
S2 |
111-12 |
111-12 |
111-24 |
|
S3 |
110-25 |
111-01 |
111-22 |
|
S4 |
110-06 |
110-14 |
111-17 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-08 |
115-13 |
112-19 |
|
R3 |
114-29 |
114-02 |
112-07 |
|
R2 |
113-18 |
113-18 |
112-03 |
|
R1 |
112-23 |
112-23 |
111-31 |
112-15 |
PP |
112-07 |
112-07 |
112-07 |
112-04 |
S1 |
111-12 |
111-12 |
111-23 |
111-04 |
S2 |
110-28 |
110-28 |
111-19 |
|
S3 |
109-17 |
110-01 |
111-15 |
|
S4 |
108-06 |
108-22 |
111-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-03 |
111-24 |
1-11 |
1.2% |
0-22 |
0.6% |
7% |
False |
True |
368,052 |
10 |
113-19 |
111-24 |
1-27 |
1.6% |
0-22 |
0.6% |
5% |
False |
True |
415,796 |
20 |
114-02 |
111-20 |
2-14 |
2.2% |
0-25 |
0.7% |
9% |
False |
False |
439,934 |
40 |
114-02 |
109-06 |
4-28 |
4.4% |
0-22 |
0.6% |
54% |
False |
False |
228,462 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
54% |
False |
False |
152,435 |
80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
48% |
False |
False |
114,333 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-14 |
0.4% |
48% |
False |
False |
91,467 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
48% |
False |
False |
76,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-28 |
2.618 |
113-29 |
1.618 |
113-10 |
1.000 |
112-30 |
0.618 |
112-23 |
HIGH |
112-11 |
0.618 |
112-04 |
0.500 |
112-02 |
0.382 |
111-31 |
LOW |
111-24 |
0.618 |
111-12 |
1.000 |
111-05 |
1.618 |
110-25 |
2.618 |
110-06 |
4.250 |
109-07 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
112-02 |
112-14 |
PP |
111-31 |
112-07 |
S1 |
111-29 |
112-01 |
|