ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-13 |
113-04 |
-0-09 |
-0.2% |
111-20 |
| High |
113-13 |
113-20 |
0-07 |
0.2% |
114-02 |
| Low |
112-30 |
113-00 |
0-02 |
0.1% |
111-20 |
| Close |
113-05 |
113-14 |
0-09 |
0.2% |
113-06 |
| Range |
0-15 |
0-20 |
0-05 |
33.3% |
2-14 |
| ATR |
0-23 |
0-22 |
0-00 |
-0.8% |
0-00 |
| Volume |
543,444 |
498,489 |
-44,955 |
-8.3% |
2,368,380 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-07 |
114-31 |
113-25 |
|
| R3 |
114-19 |
114-11 |
113-20 |
|
| R2 |
113-31 |
113-31 |
113-18 |
|
| R1 |
113-23 |
113-23 |
113-16 |
113-27 |
| PP |
113-11 |
113-11 |
113-11 |
113-14 |
| S1 |
113-03 |
113-03 |
113-12 |
113-07 |
| S2 |
112-23 |
112-23 |
113-10 |
|
| S3 |
112-03 |
112-15 |
113-08 |
|
| S4 |
111-15 |
111-27 |
113-03 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-05 |
114-17 |
|
| R3 |
117-27 |
116-23 |
113-27 |
|
| R2 |
115-13 |
115-13 |
113-20 |
|
| R1 |
114-09 |
114-09 |
113-13 |
114-27 |
| PP |
112-31 |
112-31 |
112-31 |
113-08 |
| S1 |
111-27 |
111-27 |
112-31 |
112-13 |
| S2 |
110-17 |
110-17 |
112-24 |
|
| S3 |
108-03 |
109-13 |
112-17 |
|
| S4 |
105-21 |
106-31 |
111-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-30 |
112-20 |
1-10 |
1.2% |
0-23 |
0.6% |
62% |
False |
False |
535,519 |
| 10 |
114-02 |
110-26 |
3-08 |
2.9% |
0-27 |
0.7% |
81% |
False |
False |
411,385 |
| 20 |
114-02 |
109-31 |
4-03 |
3.6% |
0-22 |
0.6% |
85% |
False |
False |
211,116 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-19 |
0.5% |
87% |
False |
False |
105,958 |
| 60 |
114-02 |
109-06 |
4-28 |
4.3% |
0-17 |
0.5% |
87% |
False |
False |
70,675 |
| 80 |
114-22 |
109-06 |
5-16 |
4.8% |
0-14 |
0.4% |
77% |
False |
False |
53,009 |
| 100 |
114-22 |
109-06 |
5-16 |
4.8% |
0-11 |
0.3% |
77% |
False |
False |
42,407 |
| 120 |
114-22 |
109-06 |
5-16 |
4.8% |
0-11 |
0.3% |
77% |
False |
False |
35,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-09 |
|
2.618 |
115-08 |
|
1.618 |
114-20 |
|
1.000 |
114-08 |
|
0.618 |
114-00 |
|
HIGH |
113-20 |
|
0.618 |
113-12 |
|
0.500 |
113-10 |
|
0.382 |
113-08 |
|
LOW |
113-00 |
|
0.618 |
112-20 |
|
1.000 |
112-12 |
|
1.618 |
112-00 |
|
2.618 |
111-12 |
|
4.250 |
110-11 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-13 |
113-14 |
| PP |
113-11 |
113-14 |
| S1 |
113-10 |
113-14 |
|