ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-12 |
112-22 |
0-10 |
0.3% |
113-13 |
| High |
113-00 |
113-14 |
0-14 |
0.4% |
113-30 |
| Low |
112-07 |
112-21 |
0-14 |
0.4% |
112-07 |
| Close |
112-25 |
113-09 |
0-16 |
0.4% |
112-14 |
| Range |
0-25 |
0-25 |
0-00 |
0.0% |
1-23 |
| ATR |
0-23 |
0-23 |
0-00 |
0.6% |
0-00 |
| Volume |
507,916 |
316,885 |
-191,031 |
-37.6% |
2,272,352 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
115-05 |
113-23 |
|
| R3 |
114-22 |
114-12 |
113-16 |
|
| R2 |
113-29 |
113-29 |
113-14 |
|
| R1 |
113-19 |
113-19 |
113-11 |
113-24 |
| PP |
113-04 |
113-04 |
113-04 |
113-06 |
| S1 |
112-26 |
112-26 |
113-07 |
112-31 |
| S2 |
112-11 |
112-11 |
113-04 |
|
| S3 |
111-18 |
112-01 |
113-02 |
|
| S4 |
110-25 |
111-08 |
112-27 |
|
|
| 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 |
113-20 |
112-07 |
1-13 |
1.2% |
0-24 |
0.7% |
76% |
False |
False |
414,265 |
| 10 |
113-30 |
112-07 |
1-23 |
1.5% |
0-24 |
0.7% |
62% |
False |
False |
494,532 |
| 20 |
114-02 |
109-31 |
4-03 |
3.6% |
0-24 |
0.7% |
81% |
False |
False |
289,310 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-21 |
0.6% |
84% |
False |
False |
145,273 |
| 60 |
114-02 |
109-06 |
4-28 |
4.3% |
0-18 |
0.5% |
84% |
False |
False |
96,887 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
74% |
False |
False |
72,669 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
74% |
False |
False |
58,135 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
74% |
False |
False |
48,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-24 |
|
2.618 |
115-15 |
|
1.618 |
114-22 |
|
1.000 |
114-07 |
|
0.618 |
113-29 |
|
HIGH |
113-14 |
|
0.618 |
113-04 |
|
0.500 |
113-02 |
|
0.382 |
112-31 |
|
LOW |
112-21 |
|
0.618 |
112-06 |
|
1.000 |
111-28 |
|
1.618 |
111-13 |
|
2.618 |
110-20 |
|
4.250 |
109-11 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-06 |
113-04 |
| PP |
113-04 |
112-31 |
| S1 |
113-02 |
112-26 |
|