ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-24 |
113-08 |
0-16 |
0.4% |
111-16 |
| High |
112-28 |
113-08 |
0-12 |
0.3% |
111-22 |
| Low |
112-24 |
112-28 |
0-04 |
0.1% |
111-03 |
| Close |
112-30 |
112-26 |
-0-04 |
-0.1% |
111-18 |
| Range |
0-04 |
0-12 |
0-08 |
200.0% |
0-19 |
| ATR |
0-14 |
0-14 |
0-00 |
-0.9% |
0-00 |
| Volume |
32 |
48 |
16 |
50.0% |
45 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-03 |
113-27 |
113-01 |
|
| R3 |
113-23 |
113-15 |
112-29 |
|
| R2 |
113-11 |
113-11 |
112-28 |
|
| R1 |
113-03 |
113-03 |
112-27 |
113-01 |
| PP |
112-31 |
112-31 |
112-31 |
112-30 |
| S1 |
112-23 |
112-23 |
112-25 |
112-21 |
| S2 |
112-19 |
112-19 |
112-24 |
|
| S3 |
112-07 |
112-11 |
112-23 |
|
| S4 |
111-27 |
111-31 |
112-19 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-07 |
113-00 |
111-28 |
|
| R3 |
112-20 |
112-13 |
111-23 |
|
| R2 |
112-01 |
112-01 |
111-21 |
|
| R1 |
111-26 |
111-26 |
111-20 |
111-30 |
| PP |
111-14 |
111-14 |
111-14 |
111-16 |
| S1 |
111-07 |
111-07 |
111-16 |
111-10 |
| S2 |
110-27 |
110-27 |
111-15 |
|
| S3 |
110-08 |
110-20 |
111-13 |
|
| S4 |
109-21 |
110-01 |
111-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-26 |
111-10 |
2-16 |
2.2% |
0-11 |
0.3% |
60% |
False |
False |
25 |
| 10 |
113-26 |
110-31 |
2-27 |
2.5% |
0-06 |
0.2% |
65% |
False |
False |
16 |
| 20 |
113-26 |
109-31 |
3-27 |
3.4% |
0-03 |
0.1% |
74% |
False |
False |
8 |
| 40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-02 |
0.0% |
78% |
False |
False |
4 |
| 60 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
67% |
False |
False |
4 |
| 80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
67% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-27 |
|
2.618 |
114-07 |
|
1.618 |
113-27 |
|
1.000 |
113-20 |
|
0.618 |
113-15 |
|
HIGH |
113-08 |
|
0.618 |
113-03 |
|
0.500 |
113-02 |
|
0.382 |
113-01 |
|
LOW |
112-28 |
|
0.618 |
112-21 |
|
1.000 |
112-16 |
|
1.618 |
112-09 |
|
2.618 |
111-29 |
|
4.250 |
111-09 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-02 |
113-09 |
| PP |
112-31 |
113-04 |
| S1 |
112-29 |
112-31 |
|