ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-18 |
113-08 |
-0-10 |
-0.3% |
113-13 |
| High |
113-19 |
113-09 |
-0-10 |
-0.3% |
113-30 |
| Low |
113-02 |
112-07 |
-0-27 |
-0.7% |
112-07 |
| Close |
113-10 |
112-14 |
-0-28 |
-0.8% |
112-14 |
| Range |
0-17 |
1-02 |
0-17 |
100.0% |
1-23 |
| ATR |
0-22 |
0-23 |
0-01 |
4.2% |
0-00 |
| Volume |
419,421 |
328,615 |
-90,806 |
-21.7% |
2,272,352 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-27 |
115-06 |
113-01 |
|
| R3 |
114-25 |
114-04 |
112-23 |
|
| R2 |
113-23 |
113-23 |
112-20 |
|
| R1 |
113-02 |
113-02 |
112-17 |
112-28 |
| PP |
112-21 |
112-21 |
112-21 |
112-17 |
| S1 |
112-00 |
112-00 |
112-11 |
111-26 |
| S2 |
111-19 |
111-19 |
112-08 |
|
| S3 |
110-17 |
110-30 |
112-05 |
|
| S4 |
109-15 |
109-28 |
111-27 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-01 |
116-30 |
113-12 |
|
| R3 |
116-10 |
115-07 |
112-29 |
|
| R2 |
114-19 |
114-19 |
112-24 |
|
| R1 |
113-16 |
113-16 |
112-19 |
113-06 |
| PP |
112-28 |
112-28 |
112-28 |
112-22 |
| S1 |
111-25 |
111-25 |
112-09 |
111-15 |
| S2 |
111-05 |
111-05 |
112-04 |
|
| S3 |
109-14 |
110-02 |
111-31 |
|
| S4 |
107-23 |
108-11 |
111-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-30 |
112-07 |
1-23 |
1.5% |
0-23 |
0.6% |
13% |
False |
True |
454,470 |
| 10 |
114-02 |
111-20 |
2-14 |
2.2% |
0-27 |
0.8% |
33% |
False |
False |
464,073 |
| 20 |
114-02 |
109-31 |
4-03 |
3.6% |
0-23 |
0.7% |
60% |
False |
False |
248,248 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-20 |
0.6% |
67% |
False |
False |
124,653 |
| 60 |
114-02 |
109-06 |
4-28 |
4.3% |
0-18 |
0.5% |
67% |
False |
False |
83,142 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
59% |
False |
False |
62,359 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
59% |
False |
False |
49,887 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
59% |
False |
False |
41,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-26 |
|
2.618 |
116-02 |
|
1.618 |
115-00 |
|
1.000 |
114-11 |
|
0.618 |
113-30 |
|
HIGH |
113-09 |
|
0.618 |
112-28 |
|
0.500 |
112-24 |
|
0.382 |
112-20 |
|
LOW |
112-07 |
|
0.618 |
111-18 |
|
1.000 |
111-05 |
|
1.618 |
110-16 |
|
2.618 |
109-14 |
|
4.250 |
107-22 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-24 |
112-30 |
| PP |
112-21 |
112-24 |
| S1 |
112-17 |
112-19 |
|