ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-19 |
112-23 |
0-04 |
0.1% |
112-20 |
| High |
112-19 |
112-27 |
0-08 |
0.2% |
113-10 |
| Low |
112-15 |
112-23 |
0-08 |
0.2% |
112-20 |
| Close |
112-16 |
112-23 |
0-07 |
0.2% |
112-26 |
| Range |
0-04 |
0-04 |
0-00 |
0.0% |
0-22 |
| ATR |
0-12 |
0-12 |
0-00 |
-0.7% |
0-00 |
| Volume |
174 |
19 |
-155 |
-89.1% |
64 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-04 |
113-02 |
112-25 |
|
| R3 |
113-00 |
112-30 |
112-24 |
|
| R2 |
112-28 |
112-28 |
112-24 |
|
| R1 |
112-26 |
112-26 |
112-23 |
112-25 |
| PP |
112-24 |
112-24 |
112-24 |
112-24 |
| S1 |
112-22 |
112-22 |
112-23 |
112-21 |
| S2 |
112-20 |
112-20 |
112-22 |
|
| S3 |
112-16 |
112-18 |
112-22 |
|
| S4 |
112-12 |
112-14 |
112-21 |
|
|
| 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 |
113-09 |
112-15 |
0-26 |
0.7% |
0-03 |
0.1% |
31% |
False |
False |
49 |
| 10 |
113-10 |
112-10 |
1-00 |
0.9% |
0-04 |
0.1% |
41% |
False |
False |
31 |
| 20 |
113-26 |
111-03 |
2-23 |
2.4% |
0-06 |
0.2% |
60% |
False |
False |
30 |
| 40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-03 |
0.1% |
76% |
False |
False |
15 |
| 60 |
113-27 |
109-10 |
4-17 |
4.0% |
0-03 |
0.1% |
75% |
False |
False |
11 |
| 80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
65% |
False |
False |
9 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
65% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-12 |
|
2.618 |
113-05 |
|
1.618 |
113-01 |
|
1.000 |
112-31 |
|
0.618 |
112-29 |
|
HIGH |
112-27 |
|
0.618 |
112-25 |
|
0.500 |
112-25 |
|
0.382 |
112-25 |
|
LOW |
112-23 |
|
0.618 |
112-21 |
|
1.000 |
112-19 |
|
1.618 |
112-17 |
|
2.618 |
112-13 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-25 |
112-23 |
| PP |
112-24 |
112-22 |
| S1 |
112-24 |
112-22 |
|