ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-17 |
112-27 |
-0-22 |
-0.6% |
113-13 |
| High |
113-18 |
113-01 |
-0-17 |
-0.5% |
114-00 |
| Low |
112-28 |
112-23 |
-0-05 |
-0.1% |
112-10 |
| Close |
113-00 |
112-30 |
-0-02 |
-0.1% |
112-16 |
| Range |
0-22 |
0-10 |
-0-12 |
-54.5% |
1-22 |
| ATR |
0-23 |
0-22 |
-0-01 |
-4.1% |
0-00 |
| Volume |
31,229 |
6,464 |
-24,765 |
-79.3% |
173,800 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-27 |
113-22 |
113-04 |
|
| R3 |
113-17 |
113-12 |
113-01 |
|
| R2 |
113-07 |
113-07 |
113-00 |
|
| R1 |
113-02 |
113-02 |
112-31 |
113-04 |
| PP |
112-29 |
112-29 |
112-29 |
112-30 |
| S1 |
112-24 |
112-24 |
112-29 |
112-26 |
| S2 |
112-19 |
112-19 |
112-28 |
|
| S3 |
112-09 |
112-14 |
112-27 |
|
| S4 |
111-31 |
112-04 |
112-24 |
|
|
| 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 |
113-18 |
112-10 |
1-08 |
1.1% |
0-22 |
0.6% |
50% |
False |
False |
14,487 |
| 10 |
114-00 |
112-10 |
1-22 |
1.5% |
0-21 |
0.6% |
37% |
False |
False |
32,312 |
| 20 |
114-04 |
110-25 |
3-11 |
3.0% |
0-24 |
0.7% |
64% |
False |
False |
242,167 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
76% |
False |
False |
297,592 |
| 60 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
76% |
False |
False |
266,133 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
65% |
False |
False |
267,152 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
65% |
False |
False |
214,248 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
65% |
False |
False |
178,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-12 |
|
2.618 |
113-27 |
|
1.618 |
113-17 |
|
1.000 |
113-11 |
|
0.618 |
113-07 |
|
HIGH |
113-01 |
|
0.618 |
112-29 |
|
0.500 |
112-28 |
|
0.382 |
112-27 |
|
LOW |
112-23 |
|
0.618 |
112-17 |
|
1.000 |
112-13 |
|
1.618 |
112-07 |
|
2.618 |
111-29 |
|
4.250 |
111-12 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-29 |
113-04 |
| PP |
112-29 |
113-02 |
| S1 |
112-28 |
113-00 |
|