ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-20 |
113-08 |
0-20 |
0.6% |
113-25 |
| High |
112-30 |
113-10 |
0-12 |
0.3% |
113-25 |
| Low |
112-20 |
113-01 |
0-13 |
0.4% |
112-10 |
| Close |
112-25 |
113-09 |
0-16 |
0.4% |
112-14 |
| Range |
0-10 |
0-09 |
-0-01 |
-10.0% |
1-15 |
| ATR |
0-14 |
0-14 |
0-00 |
1.6% |
0-00 |
| Volume |
4 |
4 |
0 |
0.0% |
196 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-02 |
113-30 |
113-14 |
|
| R3 |
113-25 |
113-21 |
113-11 |
|
| R2 |
113-16 |
113-16 |
113-11 |
|
| R1 |
113-12 |
113-12 |
113-10 |
113-14 |
| PP |
113-07 |
113-07 |
113-07 |
113-08 |
| S1 |
113-03 |
113-03 |
113-08 |
113-05 |
| S2 |
112-30 |
112-30 |
113-07 |
|
| S3 |
112-21 |
112-26 |
113-07 |
|
| S4 |
112-12 |
112-17 |
113-04 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-08 |
116-10 |
113-08 |
|
| R3 |
115-25 |
114-27 |
112-27 |
|
| R2 |
114-10 |
114-10 |
112-23 |
|
| R1 |
113-12 |
113-12 |
112-18 |
113-04 |
| PP |
112-27 |
112-27 |
112-27 |
112-23 |
| S1 |
111-29 |
111-29 |
112-10 |
111-20 |
| S2 |
111-12 |
111-12 |
112-05 |
|
| S3 |
109-29 |
110-14 |
112-01 |
|
| S4 |
108-14 |
108-31 |
111-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-10 |
112-10 |
1-00 |
0.9% |
0-06 |
0.2% |
97% |
True |
False |
13 |
| 10 |
113-25 |
112-10 |
1-15 |
1.3% |
0-05 |
0.1% |
66% |
False |
False |
29 |
| 20 |
113-26 |
110-03 |
3-23 |
3.3% |
0-05 |
0.1% |
86% |
False |
False |
19 |
| 40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-02 |
0.1% |
88% |
False |
False |
9 |
| 60 |
113-27 |
109-10 |
4-17 |
4.0% |
0-04 |
0.1% |
88% |
False |
False |
7 |
| 80 |
114-18 |
109-10 |
5-08 |
4.6% |
0-04 |
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 |
114-16 |
|
2.618 |
114-02 |
|
1.618 |
113-25 |
|
1.000 |
113-19 |
|
0.618 |
113-16 |
|
HIGH |
113-10 |
|
0.618 |
113-07 |
|
0.500 |
113-06 |
|
0.382 |
113-04 |
|
LOW |
113-01 |
|
0.618 |
112-27 |
|
1.000 |
112-24 |
|
1.618 |
112-18 |
|
2.618 |
112-09 |
|
4.250 |
111-27 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-08 |
113-04 |
| PP |
113-07 |
112-31 |
| S1 |
113-06 |
112-26 |
|