ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
112-29 |
112-19 |
-0-10 |
-0.3% |
112-20 |
High |
112-29 |
112-19 |
-0-10 |
-0.3% |
113-10 |
Low |
112-21 |
112-15 |
-0-06 |
-0.2% |
112-20 |
Close |
112-26 |
112-16 |
-0-10 |
-0.3% |
112-26 |
Range |
0-08 |
0-04 |
-0-04 |
-50.0% |
0-22 |
ATR |
0-12 |
0-12 |
0-00 |
-0.8% |
0-00 |
Volume |
8 |
174 |
166 |
2,075.0% |
64 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-29 |
112-26 |
112-18 |
|
R3 |
112-25 |
112-22 |
112-17 |
|
R2 |
112-21 |
112-21 |
112-17 |
|
R1 |
112-18 |
112-18 |
112-16 |
112-18 |
PP |
112-17 |
112-17 |
112-17 |
112-16 |
S1 |
112-14 |
112-14 |
112-16 |
112-14 |
S2 |
112-13 |
112-13 |
112-15 |
|
S3 |
112-09 |
112-10 |
112-15 |
|
S4 |
112-05 |
112-06 |
112-14 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-31 |
114-19 |
113-06 |
|
R3 |
114-09 |
113-29 |
113-00 |
|
R2 |
113-19 |
113-19 |
112-30 |
|
R1 |
113-07 |
113-07 |
112-28 |
113-13 |
PP |
112-29 |
112-29 |
112-29 |
113-00 |
S1 |
112-17 |
112-17 |
112-24 |
112-23 |
S2 |
112-07 |
112-07 |
112-22 |
|
S3 |
111-17 |
111-27 |
112-20 |
|
S4 |
110-27 |
111-05 |
112-14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-10 |
112-15 |
0-27 |
0.8% |
0-04 |
0.1% |
4% |
False |
True |
46 |
10 |
113-10 |
112-10 |
1-00 |
0.9% |
0-04 |
0.1% |
19% |
False |
False |
39 |
20 |
113-26 |
111-03 |
2-23 |
2.4% |
0-05 |
0.1% |
52% |
False |
False |
30 |
40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-03 |
0.1% |
71% |
False |
False |
15 |
60 |
113-27 |
109-10 |
4-17 |
4.0% |
0-04 |
0.1% |
70% |
False |
False |
11 |
80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
61% |
False |
False |
9 |
100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
61% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-04 |
2.618 |
112-29 |
1.618 |
112-25 |
1.000 |
112-23 |
0.618 |
112-21 |
HIGH |
112-19 |
0.618 |
112-17 |
0.500 |
112-17 |
0.382 |
112-17 |
LOW |
112-15 |
0.618 |
112-13 |
1.000 |
112-11 |
1.618 |
112-09 |
2.618 |
112-05 |
4.250 |
111-30 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
112-17 |
112-22 |
PP |
112-17 |
112-20 |
S1 |
112-16 |
112-18 |
|