ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-25 |
113-17 |
0-24 |
0.7% |
113-13 |
| High |
113-15 |
113-18 |
0-03 |
0.1% |
114-00 |
| Low |
112-22 |
112-28 |
0-06 |
0.2% |
112-10 |
| Close |
113-10 |
113-00 |
-0-10 |
-0.3% |
112-16 |
| Range |
0-25 |
0-22 |
-0-03 |
-12.0% |
1-22 |
| ATR |
0-24 |
0-23 |
0-00 |
-0.5% |
0-00 |
| Volume |
1,962 |
31,229 |
29,267 |
1,491.7% |
173,800 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-07 |
114-25 |
113-12 |
|
| R3 |
114-17 |
114-03 |
113-06 |
|
| R2 |
113-27 |
113-27 |
113-04 |
|
| R1 |
113-13 |
113-13 |
113-02 |
113-09 |
| PP |
113-05 |
113-05 |
113-05 |
113-02 |
| S1 |
112-23 |
112-23 |
112-30 |
112-19 |
| S2 |
112-15 |
112-15 |
112-28 |
|
| S3 |
111-25 |
112-01 |
112-26 |
|
| S4 |
111-03 |
111-11 |
112-20 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-00 |
116-30 |
113-14 |
|
| R3 |
116-10 |
115-08 |
112-31 |
|
| R2 |
114-20 |
114-20 |
112-26 |
|
| R1 |
113-18 |
113-18 |
112-21 |
113-08 |
| PP |
112-30 |
112-30 |
112-30 |
112-25 |
| S1 |
111-28 |
111-28 |
112-11 |
111-18 |
| S2 |
111-08 |
111-08 |
112-06 |
|
| S3 |
109-18 |
110-06 |
112-01 |
|
| S4 |
107-28 |
108-16 |
111-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-19 |
112-10 |
1-09 |
1.1% |
0-23 |
0.6% |
54% |
False |
False |
15,137 |
| 10 |
114-00 |
112-10 |
1-22 |
1.5% |
0-22 |
0.6% |
41% |
False |
False |
65,947 |
| 20 |
114-04 |
110-05 |
3-31 |
3.5% |
0-25 |
0.7% |
72% |
False |
False |
263,481 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
77% |
False |
False |
306,190 |
| 60 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
77% |
False |
False |
273,722 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
66% |
False |
False |
267,325 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
66% |
False |
False |
214,186 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
66% |
False |
False |
178,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-16 |
|
2.618 |
115-12 |
|
1.618 |
114-22 |
|
1.000 |
114-08 |
|
0.618 |
114-00 |
|
HIGH |
113-18 |
|
0.618 |
113-10 |
|
0.500 |
113-07 |
|
0.382 |
113-04 |
|
LOW |
112-28 |
|
0.618 |
112-14 |
|
1.000 |
112-06 |
|
1.618 |
111-24 |
|
2.618 |
111-02 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-07 |
112-31 |
| PP |
113-05 |
112-31 |
| S1 |
113-02 |
112-30 |
|