ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 26-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-02 |
111-27 |
-0-07 |
-0.2% |
112-19 |
| High |
112-07 |
112-10 |
0-03 |
0.1% |
113-01 |
| Low |
111-25 |
111-19 |
-0-06 |
-0.2% |
111-25 |
| Close |
111-27 |
112-00 |
0-05 |
0.1% |
111-27 |
| Range |
0-14 |
0-23 |
0-09 |
64.3% |
1-08 |
| ATR |
0-14 |
0-15 |
0-01 |
4.2% |
0-00 |
| Volume |
300 |
70 |
-230 |
-76.7% |
710 |
|
| Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-04 |
113-25 |
112-13 |
|
| R3 |
113-13 |
113-02 |
112-06 |
|
| R2 |
112-22 |
112-22 |
112-04 |
|
| R1 |
112-11 |
112-11 |
112-02 |
112-16 |
| PP |
111-31 |
111-31 |
111-31 |
112-02 |
| S1 |
111-20 |
111-20 |
111-30 |
111-26 |
| S2 |
111-08 |
111-08 |
111-28 |
|
| S3 |
110-17 |
110-29 |
111-26 |
|
| S4 |
109-26 |
110-06 |
111-19 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-31 |
115-05 |
112-17 |
|
| R3 |
114-23 |
113-29 |
112-06 |
|
| R2 |
113-15 |
113-15 |
112-02 |
|
| R1 |
112-21 |
112-21 |
111-31 |
112-14 |
| PP |
112-07 |
112-07 |
112-07 |
112-04 |
| S1 |
111-13 |
111-13 |
111-23 |
111-06 |
| S2 |
110-31 |
110-31 |
111-20 |
|
| S3 |
109-23 |
110-05 |
111-16 |
|
| S4 |
108-15 |
108-29 |
111-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-01 |
111-19 |
1-14 |
1.3% |
0-16 |
0.5% |
28% |
False |
True |
121 |
| 10 |
113-10 |
111-19 |
1-23 |
1.5% |
0-10 |
0.3% |
24% |
False |
True |
84 |
| 20 |
113-26 |
111-19 |
2-07 |
2.0% |
0-08 |
0.2% |
18% |
False |
True |
57 |
| 40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-05 |
0.1% |
60% |
False |
False |
30 |
| 60 |
113-26 |
109-10 |
4-16 |
4.0% |
0-03 |
0.1% |
60% |
False |
False |
20 |
| 80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
51% |
False |
False |
16 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
51% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-12 |
|
2.618 |
114-06 |
|
1.618 |
113-15 |
|
1.000 |
113-01 |
|
0.618 |
112-24 |
|
HIGH |
112-10 |
|
0.618 |
112-01 |
|
0.500 |
111-30 |
|
0.382 |
111-28 |
|
LOW |
111-19 |
|
0.618 |
111-05 |
|
1.000 |
110-28 |
|
1.618 |
110-14 |
|
2.618 |
109-23 |
|
4.250 |
108-17 |
|
|
| Fisher Pivots for day following 26-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-00 |
112-00 |
| PP |
111-31 |
112-00 |
| S1 |
111-30 |
112-00 |
|