ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-28 |
113-13 |
0-17 |
0.5% |
111-20 |
| High |
113-14 |
114-00 |
0-18 |
0.5% |
114-04 |
| Low |
112-24 |
113-05 |
0-13 |
0.4% |
111-19 |
| Close |
113-08 |
113-08 |
0-00 |
0.0% |
113-08 |
| Range |
0-22 |
0-27 |
0-05 |
22.7% |
2-17 |
| ATR |
0-24 |
0-24 |
0-00 |
0.8% |
0-00 |
| Volume |
91,392 |
63,234 |
-28,158 |
-30.8% |
2,333,643 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
115-15 |
113-23 |
|
| R3 |
115-05 |
114-20 |
113-15 |
|
| R2 |
114-10 |
114-10 |
113-13 |
|
| R1 |
113-25 |
113-25 |
113-10 |
113-20 |
| PP |
113-15 |
113-15 |
113-15 |
113-12 |
| S1 |
112-30 |
112-30 |
113-06 |
112-25 |
| S2 |
112-20 |
112-20 |
113-03 |
|
| S3 |
111-25 |
112-03 |
113-01 |
|
| S4 |
110-30 |
111-08 |
112-25 |
|
|
| 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 |
112-05 |
1-31 |
1.7% |
1-01 |
0.9% |
56% |
False |
False |
372,484 |
| 10 |
114-04 |
110-28 |
3-08 |
2.9% |
0-27 |
0.7% |
73% |
False |
False |
382,800 |
| 20 |
114-04 |
110-02 |
4-02 |
3.6% |
0-23 |
0.6% |
78% |
False |
False |
364,397 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
82% |
False |
False |
340,430 |
| 60 |
114-16 |
109-06 |
5-10 |
4.7% |
0-23 |
0.6% |
76% |
False |
False |
311,623 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
71% |
False |
False |
265,548 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
71% |
False |
False |
212,600 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-20 |
0.5% |
71% |
False |
False |
177,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-19 |
|
2.618 |
116-07 |
|
1.618 |
115-12 |
|
1.000 |
114-27 |
|
0.618 |
114-17 |
|
HIGH |
114-00 |
|
0.618 |
113-22 |
|
0.500 |
113-18 |
|
0.382 |
113-15 |
|
LOW |
113-05 |
|
0.618 |
112-20 |
|
1.000 |
112-10 |
|
1.618 |
111-25 |
|
2.618 |
110-30 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-11 |
| PP |
113-15 |
113-10 |
| S1 |
113-12 |
113-09 |
|