ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-14 |
112-26 |
-0-20 |
-0.6% |
111-15 |
| High |
113-15 |
113-16 |
0-01 |
0.0% |
111-27 |
| Low |
112-21 |
112-22 |
0-01 |
0.0% |
110-28 |
| Close |
113-00 |
112-28 |
-0-04 |
-0.1% |
111-20 |
| Range |
0-26 |
0-26 |
0-00 |
0.0% |
0-31 |
| ATR |
0-24 |
0-24 |
0-00 |
0.5% |
0-00 |
| Volume |
857,405 |
342,810 |
-514,595 |
-60.0% |
1,431,123 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
114-31 |
113-10 |
|
| R3 |
114-21 |
114-05 |
113-03 |
|
| R2 |
113-27 |
113-27 |
113-01 |
|
| R1 |
113-11 |
113-11 |
112-30 |
113-19 |
| PP |
113-01 |
113-01 |
113-01 |
113-04 |
| S1 |
112-17 |
112-17 |
112-26 |
112-25 |
| S2 |
112-07 |
112-07 |
112-23 |
|
| S3 |
111-13 |
111-23 |
112-21 |
|
| S4 |
110-19 |
110-29 |
112-14 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-11 |
113-31 |
112-05 |
|
| R3 |
113-12 |
113-00 |
111-29 |
|
| R2 |
112-13 |
112-13 |
111-26 |
|
| R1 |
112-01 |
112-01 |
111-23 |
112-07 |
| PP |
111-14 |
111-14 |
111-14 |
111-18 |
| S1 |
111-02 |
111-02 |
111-17 |
111-08 |
| S2 |
110-15 |
110-15 |
111-14 |
|
| S3 |
109-16 |
110-03 |
111-11 |
|
| S4 |
108-17 |
109-04 |
111-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-04 |
110-30 |
3-06 |
2.8% |
1-01 |
0.9% |
61% |
False |
False |
543,124 |
| 10 |
114-04 |
110-25 |
3-11 |
3.0% |
0-26 |
0.7% |
63% |
False |
False |
452,022 |
| 20 |
114-04 |
109-28 |
4-08 |
3.8% |
0-23 |
0.6% |
71% |
False |
False |
403,936 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
75% |
False |
False |
352,229 |
| 60 |
114-29 |
109-06 |
5-23 |
5.1% |
0-22 |
0.6% |
64% |
False |
False |
320,677 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
64% |
False |
False |
263,643 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
64% |
False |
False |
211,062 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-19 |
0.5% |
64% |
False |
False |
175,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-30 |
|
2.618 |
115-20 |
|
1.618 |
114-26 |
|
1.000 |
114-10 |
|
0.618 |
114-00 |
|
HIGH |
113-16 |
|
0.618 |
113-06 |
|
0.500 |
113-03 |
|
0.382 |
113-00 |
|
LOW |
112-22 |
|
0.618 |
112-06 |
|
1.000 |
111-28 |
|
1.618 |
111-12 |
|
2.618 |
110-18 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-03 |
113-04 |
| PP |
113-01 |
113-02 |
| S1 |
112-30 |
112-31 |
|