ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
113-08 |
113-09 |
0-01 |
0.0% |
113-25 |
High |
113-10 |
113-09 |
-0-01 |
0.0% |
113-25 |
Low |
113-01 |
113-09 |
0-08 |
0.2% |
112-10 |
Close |
113-09 |
112-30 |
-0-11 |
-0.3% |
112-14 |
Range |
0-09 |
0-00 |
-0-09 |
-100.0% |
1-15 |
ATR |
0-14 |
0-13 |
-0-01 |
-7.1% |
0-00 |
Volume |
4 |
21 |
17 |
425.0% |
196 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-05 |
113-02 |
112-30 |
|
R3 |
113-05 |
113-02 |
112-30 |
|
R2 |
113-05 |
113-05 |
112-30 |
|
R1 |
113-02 |
113-02 |
112-30 |
113-04 |
PP |
113-05 |
113-05 |
113-05 |
113-06 |
S1 |
113-02 |
113-02 |
112-30 |
113-04 |
S2 |
113-05 |
113-05 |
112-30 |
|
S3 |
113-05 |
113-02 |
112-30 |
|
S4 |
113-05 |
113-02 |
112-30 |
|
|
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% |
63% |
False |
False |
14 |
10 |
113-25 |
112-10 |
1-15 |
1.3% |
0-05 |
0.1% |
43% |
False |
False |
27 |
20 |
113-26 |
110-21 |
3-05 |
2.8% |
0-05 |
0.1% |
72% |
False |
False |
20 |
40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-02 |
0.1% |
81% |
False |
False |
10 |
60 |
113-27 |
109-10 |
4-17 |
4.0% |
0-04 |
0.1% |
80% |
False |
False |
7 |
80 |
114-18 |
109-10 |
5-08 |
4.6% |
0-04 |
0.1% |
69% |
False |
False |
6 |
100 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
69% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-09 |
2.618 |
113-09 |
1.618 |
113-09 |
1.000 |
113-09 |
0.618 |
113-09 |
HIGH |
113-09 |
0.618 |
113-09 |
0.500 |
113-09 |
0.382 |
113-09 |
LOW |
113-09 |
0.618 |
113-09 |
1.000 |
113-09 |
1.618 |
113-09 |
2.618 |
113-09 |
4.250 |
113-09 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
113-09 |
112-31 |
PP |
113-05 |
112-31 |
S1 |
113-02 |
112-30 |
|