ECBOT 30 Year Treasury Bond Future September 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 |
113-02 |
112-17 |
-0-17 |
-0.5% |
113-25 |
| High |
113-05 |
112-17 |
-0-20 |
-0.6% |
113-25 |
| Low |
113-02 |
112-10 |
-0-24 |
-0.7% |
112-10 |
| Close |
113-10 |
112-14 |
-0-28 |
-0.8% |
112-14 |
| Range |
0-03 |
0-07 |
0-04 |
133.3% |
1-15 |
| ATR |
0-12 |
0-14 |
0-01 |
11.5% |
0-00 |
| Volume |
11 |
30 |
19 |
172.7% |
196 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-03 |
112-31 |
112-18 |
|
| R3 |
112-28 |
112-24 |
112-16 |
|
| R2 |
112-21 |
112-21 |
112-15 |
|
| R1 |
112-17 |
112-17 |
112-15 |
112-16 |
| PP |
112-14 |
112-14 |
112-14 |
112-13 |
| S1 |
112-10 |
112-10 |
112-13 |
112-08 |
| S2 |
112-07 |
112-07 |
112-13 |
|
| S3 |
112-00 |
112-03 |
112-12 |
|
| S4 |
111-25 |
111-28 |
112-10 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-08 |
116-10 |
113-08 |
|
| R3 |
115-25 |
114-27 |
112-27 |
|
| R2 |
114-10 |
114-10 |
112-23 |
|
| R1 |
113-12 |
113-12 |
112-18 |
113-04 |
| PP |
112-27 |
112-27 |
112-27 |
112-23 |
| S1 |
111-29 |
111-29 |
112-10 |
111-20 |
| S2 |
111-12 |
111-12 |
112-05 |
|
| S3 |
109-29 |
110-14 |
112-01 |
|
| S4 |
108-14 |
108-31 |
111-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-25 |
112-10 |
1-15 |
1.3% |
0-02 |
0.1% |
9% |
False |
True |
39 |
| 10 |
113-26 |
111-22 |
2-04 |
1.9% |
0-06 |
0.2% |
35% |
False |
False |
31 |
| 20 |
113-26 |
110-03 |
3-23 |
3.3% |
0-04 |
0.1% |
63% |
False |
False |
18 |
| 40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-02 |
0.1% |
69% |
False |
False |
9 |
| 60 |
114-00 |
109-10 |
4-22 |
4.2% |
0-04 |
0.1% |
67% |
False |
False |
7 |
| 80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
60% |
False |
False |
6 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
60% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-15 |
|
2.618 |
113-03 |
|
1.618 |
112-28 |
|
1.000 |
112-24 |
|
0.618 |
112-21 |
|
HIGH |
112-17 |
|
0.618 |
112-14 |
|
0.500 |
112-14 |
|
0.382 |
112-13 |
|
LOW |
112-10 |
|
0.618 |
112-06 |
|
1.000 |
112-03 |
|
1.618 |
111-31 |
|
2.618 |
111-24 |
|
4.250 |
111-12 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-14 |
112-24 |
| PP |
112-14 |
112-21 |
| S1 |
112-14 |
112-17 |
|