ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-09 |
113-25 |
0-16 |
0.4% |
111-22 |
| High |
113-09 |
113-25 |
0-16 |
0.4% |
113-26 |
| Low |
113-05 |
113-23 |
0-18 |
0.5% |
111-22 |
| Close |
113-06 |
113-06 |
0-00 |
0.0% |
113-06 |
| Range |
0-04 |
0-02 |
-0-02 |
-50.0% |
2-04 |
| ATR |
0-14 |
0-14 |
0-00 |
2.7% |
0-00 |
| Volume |
6 |
37 |
31 |
516.7% |
121 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-24 |
113-17 |
113-07 |
|
| R3 |
113-22 |
113-15 |
113-07 |
|
| R2 |
113-20 |
113-20 |
113-06 |
|
| R1 |
113-13 |
113-13 |
113-06 |
113-16 |
| PP |
113-18 |
113-18 |
113-18 |
113-19 |
| S1 |
113-11 |
113-11 |
113-06 |
113-14 |
| S2 |
113-16 |
113-16 |
113-06 |
|
| S3 |
113-14 |
113-09 |
113-05 |
|
| S4 |
113-12 |
113-07 |
113-05 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-09 |
118-11 |
114-11 |
|
| R3 |
117-05 |
116-07 |
113-25 |
|
| R2 |
115-01 |
115-01 |
113-18 |
|
| R1 |
114-03 |
114-03 |
113-12 |
114-18 |
| PP |
112-29 |
112-29 |
112-29 |
113-04 |
| S1 |
111-31 |
111-31 |
113-00 |
112-14 |
| S2 |
110-25 |
110-25 |
112-26 |
|
| S3 |
108-21 |
109-27 |
112-19 |
|
| S4 |
106-17 |
107-23 |
112-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-26 |
112-24 |
1-02 |
0.9% |
0-09 |
0.3% |
41% |
False |
False |
30 |
| 10 |
113-26 |
111-03 |
2-23 |
2.4% |
0-07 |
0.2% |
77% |
False |
False |
20 |
| 20 |
113-26 |
110-03 |
3-23 |
3.3% |
0-03 |
0.1% |
83% |
False |
False |
10 |
| 40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-02 |
0.0% |
86% |
False |
False |
5 |
| 60 |
114-06 |
109-10 |
4-28 |
4.3% |
0-05 |
0.1% |
79% |
False |
False |
5 |
| 80 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
74% |
False |
False |
4 |
| 100 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
74% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-02 |
|
2.618 |
113-30 |
|
1.618 |
113-28 |
|
1.000 |
113-27 |
|
0.618 |
113-26 |
|
HIGH |
113-25 |
|
0.618 |
113-24 |
|
0.500 |
113-24 |
|
0.382 |
113-24 |
|
LOW |
113-23 |
|
0.618 |
113-22 |
|
1.000 |
113-21 |
|
1.618 |
113-20 |
|
2.618 |
113-18 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-24 |
113-10 |
| PP |
113-18 |
113-09 |
| S1 |
113-12 |
113-08 |
|