ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
109-16 |
110-04 |
0-20 |
0.6% |
109-27 |
| High |
110-04 |
110-22 |
0-18 |
0.5% |
110-30 |
| Low |
109-06 |
109-28 |
0-22 |
0.6% |
109-06 |
| Close |
110-01 |
109-31 |
-0-02 |
-0.1% |
109-14 |
| Range |
0-30 |
0-26 |
-0-04 |
-13.3% |
1-24 |
| ATR |
0-17 |
0-18 |
0-01 |
3.6% |
0-00 |
| Volume |
3,127 |
988 |
-2,139 |
-68.4% |
3,885 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-20 |
112-03 |
110-13 |
|
| R3 |
111-26 |
111-09 |
110-06 |
|
| R2 |
111-00 |
111-00 |
110-04 |
|
| R1 |
110-15 |
110-15 |
110-01 |
110-10 |
| PP |
110-06 |
110-06 |
110-06 |
110-03 |
| S1 |
109-21 |
109-21 |
109-29 |
109-16 |
| S2 |
109-12 |
109-12 |
109-26 |
|
| S3 |
108-18 |
108-27 |
109-24 |
|
| S4 |
107-24 |
108-01 |
109-17 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-03 |
114-01 |
110-13 |
|
| R3 |
113-11 |
112-09 |
109-29 |
|
| R2 |
111-19 |
111-19 |
109-24 |
|
| R1 |
110-17 |
110-17 |
109-19 |
110-06 |
| PP |
109-27 |
109-27 |
109-27 |
109-22 |
| S1 |
108-25 |
108-25 |
109-09 |
108-14 |
| S2 |
108-03 |
108-03 |
109-04 |
|
| S3 |
106-11 |
107-01 |
108-31 |
|
| S4 |
104-19 |
105-09 |
108-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-22 |
109-06 |
1-16 |
1.4% |
0-20 |
0.6% |
52% |
True |
False |
1,500 |
| 10 |
111-00 |
109-06 |
1-26 |
1.6% |
0-20 |
0.6% |
43% |
False |
False |
1,011 |
| 20 |
112-23 |
109-06 |
3-17 |
3.2% |
0-17 |
0.5% |
22% |
False |
False |
708 |
| 40 |
114-22 |
109-06 |
5-16 |
5.0% |
0-14 |
0.4% |
14% |
False |
False |
389 |
| 60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-11 |
0.3% |
14% |
False |
False |
262 |
| 80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
14% |
False |
False |
196 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
14% |
False |
False |
158 |
| 120 |
114-22 |
108-01 |
6-21 |
6.1% |
0-07 |
0.2% |
29% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-04 |
|
2.618 |
112-26 |
|
1.618 |
112-00 |
|
1.000 |
111-16 |
|
0.618 |
111-06 |
|
HIGH |
110-22 |
|
0.618 |
110-12 |
|
0.500 |
110-09 |
|
0.382 |
110-06 |
|
LOW |
109-28 |
|
0.618 |
109-12 |
|
1.000 |
109-02 |
|
1.618 |
108-18 |
|
2.618 |
107-24 |
|
4.250 |
106-14 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-09 |
109-31 |
| PP |
110-06 |
109-30 |
| S1 |
110-02 |
109-30 |
|