ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
111-11 |
111-19 |
0-08 |
0.2% |
111-27 |
| High |
111-22 |
111-30 |
0-08 |
0.2% |
112-10 |
| Low |
111-11 |
111-03 |
-0-08 |
-0.2% |
111-03 |
| Close |
111-17 |
111-07 |
-0-10 |
-0.3% |
111-07 |
| Range |
0-11 |
0-27 |
0-16 |
145.5% |
1-07 |
| ATR |
0-14 |
0-15 |
0-01 |
6.6% |
0-00 |
| Volume |
349 |
26 |
-323 |
-92.6% |
1,093 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-30 |
113-14 |
111-22 |
|
| R3 |
113-03 |
112-19 |
111-14 |
|
| R2 |
112-08 |
112-08 |
111-12 |
|
| R1 |
111-24 |
111-24 |
111-09 |
111-18 |
| PP |
111-13 |
111-13 |
111-13 |
111-11 |
| S1 |
110-29 |
110-29 |
111-05 |
110-24 |
| S2 |
110-18 |
110-18 |
111-02 |
|
| S3 |
109-23 |
110-02 |
111-00 |
|
| S4 |
108-28 |
109-07 |
110-24 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-06 |
114-14 |
111-28 |
|
| R3 |
113-31 |
113-07 |
111-18 |
|
| R2 |
112-24 |
112-24 |
111-14 |
|
| R1 |
112-00 |
112-00 |
111-11 |
111-24 |
| PP |
111-17 |
111-17 |
111-17 |
111-14 |
| S1 |
110-25 |
110-25 |
111-03 |
110-18 |
| S2 |
110-10 |
110-10 |
111-00 |
|
| S3 |
109-03 |
109-18 |
110-28 |
|
| S4 |
107-28 |
108-11 |
110-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-10 |
111-03 |
1-07 |
1.1% |
0-15 |
0.4% |
10% |
False |
True |
218 |
| 10 |
113-01 |
111-03 |
1-30 |
1.7% |
0-14 |
0.4% |
6% |
False |
True |
180 |
| 20 |
113-25 |
111-03 |
2-22 |
2.4% |
0-09 |
0.2% |
5% |
False |
True |
103 |
| 40 |
113-26 |
110-00 |
3-26 |
3.4% |
0-06 |
0.2% |
32% |
False |
False |
56 |
| 60 |
113-26 |
109-10 |
4-16 |
4.0% |
0-04 |
0.1% |
42% |
False |
False |
37 |
| 80 |
114-14 |
109-10 |
5-04 |
4.6% |
0-06 |
0.2% |
37% |
False |
False |
29 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
36% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-17 |
|
2.618 |
114-05 |
|
1.618 |
113-10 |
|
1.000 |
112-25 |
|
0.618 |
112-15 |
|
HIGH |
111-30 |
|
0.618 |
111-20 |
|
0.500 |
111-16 |
|
0.382 |
111-13 |
|
LOW |
111-03 |
|
0.618 |
110-18 |
|
1.000 |
110-08 |
|
1.618 |
109-23 |
|
2.618 |
108-28 |
|
4.250 |
107-16 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-16 |
111-16 |
| PP |
111-13 |
111-13 |
| S1 |
111-10 |
111-10 |
|