ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 28-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
111-28 |
111-27 |
-0-01 |
0.0% |
112-26 |
High |
112-00 |
112-08 |
0-08 |
0.2% |
113-03 |
Low |
111-19 |
111-14 |
-0-05 |
-0.1% |
111-24 |
Close |
111-24 |
111-19 |
-0-05 |
-0.1% |
111-27 |
Range |
0-13 |
0-26 |
0-13 |
100.0% |
1-11 |
ATR |
0-22 |
0-23 |
0-00 |
1.1% |
0-00 |
Volume |
301,943 |
365,708 |
63,765 |
21.1% |
1,840,261 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-06 |
113-23 |
112-01 |
|
R3 |
113-12 |
112-29 |
111-26 |
|
R2 |
112-18 |
112-18 |
111-24 |
|
R1 |
112-03 |
112-03 |
111-21 |
111-30 |
PP |
111-24 |
111-24 |
111-24 |
111-22 |
S1 |
111-09 |
111-09 |
111-17 |
111-04 |
S2 |
110-30 |
110-30 |
111-14 |
|
S3 |
110-04 |
110-15 |
111-12 |
|
S4 |
109-10 |
109-21 |
111-05 |
|
|
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 |
112-25 |
111-14 |
1-11 |
1.2% |
0-22 |
0.6% |
12% |
False |
True |
399,851 |
10 |
113-03 |
111-14 |
1-21 |
1.5% |
0-21 |
0.6% |
9% |
False |
True |
382,259 |
20 |
113-30 |
111-14 |
2-16 |
2.2% |
0-23 |
0.6% |
6% |
False |
True |
428,081 |
40 |
114-02 |
109-06 |
4-28 |
4.4% |
0-22 |
0.6% |
49% |
False |
False |
252,828 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
49% |
False |
False |
168,729 |
80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-18 |
0.5% |
44% |
False |
False |
126,558 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
44% |
False |
False |
101,247 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
44% |
False |
False |
84,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-22 |
2.618 |
114-12 |
1.618 |
113-18 |
1.000 |
113-02 |
0.618 |
112-24 |
HIGH |
112-08 |
0.618 |
111-30 |
0.500 |
111-27 |
0.382 |
111-24 |
LOW |
111-14 |
0.618 |
110-30 |
1.000 |
110-20 |
1.618 |
110-04 |
2.618 |
109-10 |
4.250 |
108-00 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
111-27 |
111-28 |
PP |
111-24 |
111-25 |
S1 |
111-22 |
111-22 |
|