ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 08-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
113-06 |
113-02 |
-0-04 |
-0.1% |
111-22 |
High |
113-06 |
113-05 |
-0-01 |
0.0% |
113-26 |
Low |
113-06 |
113-02 |
-0-04 |
-0.1% |
111-22 |
Close |
113-14 |
113-10 |
-0-04 |
-0.1% |
113-06 |
Range |
0-00 |
0-03 |
0-03 |
|
2-04 |
ATR |
0-12 |
0-12 |
0-00 |
-0.2% |
0-00 |
Volume |
17 |
11 |
-6 |
-35.3% |
121 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-15 |
113-15 |
113-12 |
|
R3 |
113-12 |
113-12 |
113-11 |
|
R2 |
113-09 |
113-09 |
113-11 |
|
R1 |
113-09 |
113-09 |
113-10 |
113-09 |
PP |
113-06 |
113-06 |
113-06 |
113-06 |
S1 |
113-06 |
113-06 |
113-10 |
113-06 |
S2 |
113-03 |
113-03 |
113-09 |
|
S3 |
113-00 |
113-03 |
113-09 |
|
S4 |
112-29 |
113-00 |
113-08 |
|
|
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 |
113-25 |
113-02 |
0-23 |
0.6% |
0-02 |
0.0% |
35% |
False |
True |
34 |
10 |
113-26 |
111-10 |
2-16 |
2.2% |
0-06 |
0.2% |
80% |
False |
False |
30 |
20 |
113-26 |
110-03 |
3-23 |
3.3% |
0-03 |
0.1% |
87% |
False |
False |
17 |
40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-02 |
0.0% |
89% |
False |
False |
9 |
60 |
114-00 |
109-10 |
4-22 |
4.1% |
0-04 |
0.1% |
85% |
False |
False |
7 |
80 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
76% |
False |
False |
6 |
100 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
76% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-18 |
2.618 |
113-13 |
1.618 |
113-10 |
1.000 |
113-08 |
0.618 |
113-07 |
HIGH |
113-05 |
0.618 |
113-04 |
0.500 |
113-04 |
0.382 |
113-03 |
LOW |
113-02 |
0.618 |
113-00 |
1.000 |
112-31 |
1.618 |
112-29 |
2.618 |
112-26 |
4.250 |
112-21 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
113-08 |
113-08 |
PP |
113-06 |
113-06 |
S1 |
113-04 |
113-04 |
|