ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 28-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
111-29 |
111-19 |
-0-10 |
-0.3% |
112-19 |
High |
111-29 |
111-19 |
-0-10 |
-0.3% |
113-01 |
Low |
111-20 |
111-16 |
-0-04 |
-0.1% |
111-25 |
Close |
111-23 |
111-18 |
-0-05 |
-0.1% |
111-27 |
Range |
0-09 |
0-03 |
-0-06 |
-66.7% |
1-08 |
ATR |
0-15 |
0-14 |
-0-01 |
-3.8% |
0-00 |
Volume |
200 |
448 |
248 |
124.0% |
710 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-27 |
111-25 |
111-20 |
|
R3 |
111-24 |
111-22 |
111-19 |
|
R2 |
111-21 |
111-21 |
111-19 |
|
R1 |
111-19 |
111-19 |
111-18 |
111-18 |
PP |
111-18 |
111-18 |
111-18 |
111-17 |
S1 |
111-16 |
111-16 |
111-18 |
111-16 |
S2 |
111-15 |
111-15 |
111-17 |
|
S3 |
111-12 |
111-13 |
111-17 |
|
S4 |
111-09 |
111-10 |
111-16 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-31 |
115-05 |
112-17 |
|
R3 |
114-23 |
113-29 |
112-06 |
|
R2 |
113-15 |
113-15 |
112-02 |
|
R1 |
112-21 |
112-21 |
111-31 |
112-14 |
PP |
112-07 |
112-07 |
112-07 |
112-04 |
S1 |
111-13 |
111-13 |
111-23 |
111-06 |
S2 |
110-31 |
110-31 |
111-20 |
|
S3 |
109-23 |
110-05 |
111-16 |
|
S4 |
108-15 |
108-29 |
111-05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-14 |
111-16 |
0-30 |
0.8% |
0-13 |
0.4% |
7% |
False |
True |
226 |
10 |
113-01 |
111-16 |
1-17 |
1.4% |
0-11 |
0.3% |
4% |
False |
True |
146 |
20 |
113-25 |
111-16 |
2-09 |
2.0% |
0-08 |
0.2% |
3% |
False |
True |
87 |
40 |
113-26 |
109-31 |
3-27 |
3.4% |
0-05 |
0.1% |
41% |
False |
False |
46 |
60 |
113-26 |
109-10 |
4-16 |
4.0% |
0-03 |
0.1% |
50% |
False |
False |
31 |
80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
43% |
False |
False |
24 |
100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
43% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-00 |
2.618 |
111-27 |
1.618 |
111-24 |
1.000 |
111-22 |
0.618 |
111-21 |
HIGH |
111-19 |
0.618 |
111-18 |
0.500 |
111-18 |
0.382 |
111-17 |
LOW |
111-16 |
0.618 |
111-14 |
1.000 |
111-13 |
1.618 |
111-11 |
2.618 |
111-08 |
4.250 |
111-03 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
111-18 |
111-29 |
PP |
111-18 |
111-25 |
S1 |
111-18 |
111-22 |
|