ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 22-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
112-23 |
112-14 |
-0-09 |
-0.2% |
112-20 |
High |
113-01 |
112-14 |
-0-19 |
-0.5% |
113-10 |
Low |
112-08 |
111-30 |
-0-10 |
-0.3% |
112-20 |
Close |
112-31 |
112-02 |
-0-29 |
-0.8% |
112-26 |
Range |
0-25 |
0-16 |
-0-09 |
-36.0% |
0-22 |
ATR |
0-13 |
0-14 |
0-01 |
10.9% |
0-00 |
Volume |
104 |
113 |
9 |
8.7% |
64 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-21 |
113-11 |
112-11 |
|
R3 |
113-05 |
112-27 |
112-06 |
|
R2 |
112-21 |
112-21 |
112-05 |
|
R1 |
112-11 |
112-11 |
112-03 |
112-08 |
PP |
112-05 |
112-05 |
112-05 |
112-03 |
S1 |
111-27 |
111-27 |
112-01 |
111-24 |
S2 |
111-21 |
111-21 |
111-31 |
|
S3 |
111-05 |
111-11 |
111-30 |
|
S4 |
110-21 |
110-27 |
111-25 |
|
|
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 |
113-01 |
111-30 |
1-03 |
1.0% |
0-11 |
0.3% |
11% |
False |
True |
83 |
10 |
113-10 |
111-30 |
1-12 |
1.2% |
0-08 |
0.2% |
9% |
False |
True |
50 |
20 |
113-26 |
111-10 |
2-16 |
2.2% |
0-07 |
0.2% |
30% |
False |
False |
40 |
40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-04 |
0.1% |
61% |
False |
False |
21 |
60 |
113-26 |
109-10 |
4-16 |
4.0% |
0-03 |
0.1% |
61% |
False |
False |
14 |
80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
52% |
False |
False |
12 |
100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
52% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-18 |
2.618 |
113-24 |
1.618 |
113-08 |
1.000 |
112-30 |
0.618 |
112-24 |
HIGH |
112-14 |
0.618 |
112-08 |
0.500 |
112-06 |
0.382 |
112-04 |
LOW |
111-30 |
0.618 |
111-20 |
1.000 |
111-14 |
1.618 |
111-04 |
2.618 |
110-20 |
4.250 |
109-26 |
|
|
Fisher Pivots for day following 22-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
112-06 |
112-16 |
PP |
112-05 |
112-11 |
S1 |
112-03 |
112-06 |
|