ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-06 |
111-08 |
0-02 |
0.1% |
111-27 |
| High |
111-11 |
111-08 |
-0-03 |
-0.1% |
112-10 |
| Low |
111-05 |
111-08 |
0-03 |
0.1% |
111-03 |
| Close |
111-05 |
111-08 |
0-03 |
0.1% |
111-07 |
| Range |
0-06 |
0-00 |
-0-06 |
-100.0% |
1-07 |
| ATR |
0-14 |
0-14 |
-0-01 |
-5.6% |
0-00 |
| Volume |
190 |
14 |
-176 |
-92.6% |
1,093 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-08 |
111-08 |
111-08 |
|
| R3 |
111-08 |
111-08 |
111-08 |
|
| R2 |
111-08 |
111-08 |
111-08 |
|
| R1 |
111-08 |
111-08 |
111-08 |
111-08 |
| PP |
111-08 |
111-08 |
111-08 |
111-08 |
| S1 |
111-08 |
111-08 |
111-08 |
111-08 |
| S2 |
111-08 |
111-08 |
111-08 |
|
| S3 |
111-08 |
111-08 |
111-08 |
|
| S4 |
111-08 |
111-08 |
111-08 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-06 |
114-14 |
111-28 |
|
| R3 |
113-31 |
113-07 |
111-18 |
|
| R2 |
112-24 |
112-24 |
111-14 |
|
| R1 |
112-00 |
112-00 |
111-11 |
111-24 |
| PP |
111-17 |
111-17 |
111-17 |
111-14 |
| S1 |
110-25 |
110-25 |
111-03 |
110-18 |
| S2 |
110-10 |
110-10 |
111-00 |
|
| S3 |
109-03 |
109-18 |
110-28 |
|
| S4 |
107-28 |
108-11 |
110-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-30 |
111-03 |
0-27 |
0.8% |
0-12 |
0.3% |
19% |
False |
False |
527 |
| 10 |
112-14 |
111-03 |
1-11 |
1.2% |
0-12 |
0.3% |
12% |
False |
False |
376 |
| 20 |
113-10 |
111-03 |
2-07 |
2.0% |
0-10 |
0.3% |
7% |
False |
False |
208 |
| 40 |
113-26 |
110-03 |
3-23 |
3.3% |
0-06 |
0.2% |
31% |
False |
False |
112 |
| 60 |
113-26 |
109-10 |
4-16 |
4.0% |
0-04 |
0.1% |
43% |
False |
False |
75 |
| 80 |
114-00 |
109-10 |
4-22 |
4.2% |
0-06 |
0.2% |
41% |
False |
False |
57 |
| 100 |
114-18 |
109-10 |
5-08 |
4.7% |
0-05 |
0.1% |
37% |
False |
False |
46 |
| 120 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
37% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-08 |
|
2.618 |
111-08 |
|
1.618 |
111-08 |
|
1.000 |
111-08 |
|
0.618 |
111-08 |
|
HIGH |
111-08 |
|
0.618 |
111-08 |
|
0.500 |
111-08 |
|
0.382 |
111-08 |
|
LOW |
111-08 |
|
0.618 |
111-08 |
|
1.000 |
111-08 |
|
1.618 |
111-08 |
|
2.618 |
111-08 |
|
4.250 |
111-08 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-08 |
111-14 |
| PP |
111-08 |
111-12 |
| S1 |
111-08 |
111-10 |
|