ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 21-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
112-17 |
112-22 |
0-05 |
0.1% |
113-00 |
| High |
112-30 |
112-24 |
-0-06 |
-0.2% |
113-18 |
| Low |
112-17 |
112-10 |
-0-07 |
-0.2% |
112-10 |
| Close |
112-25 |
112-13 |
-0-12 |
-0.3% |
112-28 |
| Range |
0-13 |
0-14 |
0-01 |
7.7% |
1-08 |
| ATR |
0-21 |
0-20 |
0-00 |
-2.0% |
0-00 |
| Volume |
1,524 |
9,345 |
7,821 |
513.2% |
66,620 |
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-26 |
113-17 |
112-21 |
|
| R3 |
113-12 |
113-03 |
112-17 |
|
| R2 |
112-30 |
112-30 |
112-16 |
|
| R1 |
112-21 |
112-21 |
112-14 |
112-18 |
| PP |
112-16 |
112-16 |
112-16 |
112-14 |
| S1 |
112-07 |
112-07 |
112-12 |
112-04 |
| S2 |
112-02 |
112-02 |
112-10 |
|
| S3 |
111-20 |
111-25 |
112-09 |
|
| S4 |
111-06 |
111-11 |
112-05 |
|
|
| 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 |
113-01 |
112-10 |
0-23 |
0.6% |
0-13 |
0.4% |
13% |
False |
True |
5,978 |
| 10 |
113-19 |
112-10 |
1-09 |
1.1% |
0-18 |
0.5% |
7% |
False |
True |
10,557 |
| 20 |
114-04 |
110-28 |
3-08 |
2.9% |
0-23 |
0.6% |
47% |
False |
False |
174,188 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-21 |
0.6% |
65% |
False |
False |
263,989 |
| 60 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
65% |
False |
False |
253,402 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
56% |
False |
False |
265,860 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
56% |
False |
False |
214,460 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
56% |
False |
False |
178,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-20 |
|
2.618 |
113-29 |
|
1.618 |
113-15 |
|
1.000 |
113-06 |
|
0.618 |
113-01 |
|
HIGH |
112-24 |
|
0.618 |
112-19 |
|
0.500 |
112-17 |
|
0.382 |
112-15 |
|
LOW |
112-10 |
|
0.618 |
112-01 |
|
1.000 |
111-28 |
|
1.618 |
111-19 |
|
2.618 |
111-05 |
|
4.250 |
110-14 |
|
|
| Fisher Pivots for day following 21-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-17 |
112-20 |
| PP |
112-16 |
112-18 |
| S1 |
112-14 |
112-15 |
|