ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-26 |
112-28 |
0-02 |
0.1% |
111-20 |
| High |
113-16 |
113-14 |
-0-02 |
-0.1% |
114-04 |
| Low |
112-22 |
112-24 |
0-02 |
0.1% |
111-19 |
| Close |
112-28 |
113-08 |
0-12 |
0.3% |
113-08 |
| Range |
0-26 |
0-22 |
-0-04 |
-15.4% |
2-17 |
| ATR |
0-24 |
0-24 |
0-00 |
-0.7% |
0-00 |
| Volume |
342,810 |
91,392 |
-251,418 |
-73.3% |
2,333,643 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-07 |
114-29 |
113-20 |
|
| R3 |
114-17 |
114-07 |
113-14 |
|
| R2 |
113-27 |
113-27 |
113-12 |
|
| R1 |
113-17 |
113-17 |
113-10 |
113-22 |
| PP |
113-05 |
113-05 |
113-05 |
113-07 |
| S1 |
112-27 |
112-27 |
113-06 |
113-00 |
| S2 |
112-15 |
112-15 |
113-04 |
|
| S3 |
111-25 |
112-05 |
113-02 |
|
| S4 |
111-03 |
111-15 |
112-28 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
119-14 |
114-21 |
|
| R3 |
118-02 |
116-29 |
113-30 |
|
| R2 |
115-17 |
115-17 |
113-23 |
|
| R1 |
114-12 |
114-12 |
113-15 |
114-30 |
| PP |
113-00 |
113-00 |
113-00 |
113-09 |
| S1 |
111-27 |
111-27 |
113-01 |
112-14 |
| S2 |
110-15 |
110-15 |
112-25 |
|
| S3 |
107-30 |
109-10 |
112-18 |
|
| S4 |
105-13 |
106-25 |
111-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-04 |
111-19 |
2-17 |
2.2% |
1-00 |
0.9% |
65% |
False |
False |
466,728 |
| 10 |
114-04 |
110-28 |
3-08 |
2.9% |
0-26 |
0.7% |
73% |
False |
False |
417,886 |
| 20 |
114-04 |
109-28 |
4-08 |
3.8% |
0-23 |
0.6% |
79% |
False |
False |
381,519 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
82% |
False |
False |
346,556 |
| 60 |
114-29 |
109-06 |
5-23 |
5.0% |
0-23 |
0.6% |
71% |
False |
False |
317,654 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
71% |
False |
False |
264,763 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
71% |
False |
False |
211,972 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-20 |
0.5% |
71% |
False |
False |
176,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-12 |
|
2.618 |
115-08 |
|
1.618 |
114-18 |
|
1.000 |
114-04 |
|
0.618 |
113-28 |
|
HIGH |
113-14 |
|
0.618 |
113-06 |
|
0.500 |
113-03 |
|
0.382 |
113-00 |
|
LOW |
112-24 |
|
0.618 |
112-10 |
|
1.000 |
112-02 |
|
1.618 |
111-20 |
|
2.618 |
110-30 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-06 |
113-06 |
| PP |
113-05 |
113-04 |
| S1 |
113-03 |
113-02 |
|