ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 19-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-00 |
112-30 |
-0-02 |
-0.1% |
113-00 |
| High |
113-00 |
112-30 |
-0-02 |
-0.1% |
113-18 |
| Low |
112-17 |
112-15 |
-0-02 |
-0.1% |
112-10 |
| Close |
112-28 |
112-18 |
-0-10 |
-0.3% |
112-28 |
| Range |
0-15 |
0-15 |
0-00 |
0.0% |
1-08 |
| ATR |
0-22 |
0-21 |
0-00 |
-2.3% |
0-00 |
| Volume |
8,687 |
3,871 |
-4,816 |
-55.4% |
66,620 |
|
| Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-02 |
113-25 |
112-26 |
|
| R3 |
113-19 |
113-10 |
112-22 |
|
| R2 |
113-04 |
113-04 |
112-21 |
|
| R1 |
112-27 |
112-27 |
112-19 |
112-24 |
| PP |
112-21 |
112-21 |
112-21 |
112-20 |
| S1 |
112-12 |
112-12 |
112-17 |
112-09 |
| S2 |
112-06 |
112-06 |
112-15 |
|
| S3 |
111-23 |
111-29 |
112-14 |
|
| S4 |
111-08 |
111-14 |
112-10 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-21 |
116-01 |
113-18 |
|
| R3 |
115-13 |
114-25 |
113-07 |
|
| R2 |
114-05 |
114-05 |
113-03 |
|
| R1 |
113-17 |
113-17 |
113-00 |
113-07 |
| PP |
112-29 |
112-29 |
112-29 |
112-24 |
| S1 |
112-09 |
112-09 |
112-24 |
111-31 |
| S2 |
111-21 |
111-21 |
112-21 |
|
| S3 |
110-13 |
111-01 |
112-17 |
|
| S4 |
109-05 |
109-25 |
112-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-18 |
112-15 |
1-03 |
1.0% |
0-17 |
0.5% |
9% |
False |
True |
10,442 |
| 10 |
113-20 |
112-10 |
1-10 |
1.2% |
0-19 |
0.5% |
19% |
False |
False |
18,105 |
| 20 |
114-04 |
110-28 |
3-08 |
2.9% |
0-23 |
0.6% |
52% |
False |
False |
200,452 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
68% |
False |
False |
279,037 |
| 60 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
68% |
False |
False |
258,440 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
59% |
False |
False |
266,828 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
59% |
False |
False |
214,357 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
59% |
False |
False |
178,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-30 |
|
2.618 |
114-05 |
|
1.618 |
113-22 |
|
1.000 |
113-13 |
|
0.618 |
113-07 |
|
HIGH |
112-30 |
|
0.618 |
112-24 |
|
0.500 |
112-22 |
|
0.382 |
112-21 |
|
LOW |
112-15 |
|
0.618 |
112-06 |
|
1.000 |
112-00 |
|
1.618 |
111-23 |
|
2.618 |
111-08 |
|
4.250 |
110-15 |
|
|
| Fisher Pivots for day following 19-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-22 |
112-24 |
| PP |
112-21 |
112-22 |
| S1 |
112-20 |
112-20 |
|