ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
110-19 |
110-28 |
0-09 |
0.3% |
109-18 |
High |
110-31 |
111-05 |
0-06 |
0.2% |
110-22 |
Low |
110-18 |
110-23 |
0-05 |
0.1% |
109-06 |
Close |
110-29 |
111-01 |
0-04 |
0.1% |
110-00 |
Range |
0-13 |
0-14 |
0-01 |
7.7% |
1-16 |
ATR |
0-17 |
0-17 |
0-00 |
-1.4% |
0-00 |
Volume |
2,279 |
3,121 |
842 |
36.9% |
6,638 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-09 |
112-03 |
111-09 |
|
R3 |
111-27 |
111-21 |
111-05 |
|
R2 |
111-13 |
111-13 |
111-04 |
|
R1 |
111-07 |
111-07 |
111-02 |
111-10 |
PP |
110-31 |
110-31 |
110-31 |
111-00 |
S1 |
110-25 |
110-25 |
111-00 |
110-28 |
S2 |
110-17 |
110-17 |
110-30 |
|
S3 |
110-03 |
110-11 |
110-29 |
|
S4 |
109-21 |
109-29 |
110-25 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-15 |
113-23 |
110-26 |
|
R3 |
112-31 |
112-07 |
110-13 |
|
R2 |
111-15 |
111-15 |
110-09 |
|
R1 |
110-23 |
110-23 |
110-04 |
111-03 |
PP |
109-31 |
109-31 |
109-31 |
110-04 |
S1 |
109-07 |
109-07 |
109-28 |
109-19 |
S2 |
108-15 |
108-15 |
109-23 |
|
S3 |
106-31 |
107-23 |
109-19 |
|
S4 |
105-15 |
106-07 |
109-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-05 |
109-28 |
1-09 |
1.2% |
0-15 |
0.4% |
90% |
True |
False |
1,616 |
10 |
111-05 |
109-06 |
1-31 |
1.8% |
0-18 |
0.5% |
94% |
True |
False |
1,558 |
20 |
111-13 |
109-06 |
2-07 |
2.0% |
0-17 |
0.5% |
83% |
False |
False |
1,058 |
40 |
114-00 |
109-06 |
4-26 |
4.3% |
0-15 |
0.4% |
38% |
False |
False |
588 |
60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-12 |
0.3% |
34% |
False |
False |
397 |
80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.2% |
34% |
False |
False |
297 |
100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.3% |
34% |
False |
False |
238 |
120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
34% |
False |
False |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-00 |
2.618 |
112-10 |
1.618 |
111-28 |
1.000 |
111-19 |
0.618 |
111-14 |
HIGH |
111-05 |
0.618 |
111-00 |
0.500 |
110-30 |
0.382 |
110-28 |
LOW |
110-23 |
0.618 |
110-14 |
1.000 |
110-09 |
1.618 |
110-00 |
2.618 |
109-18 |
4.250 |
108-28 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-00 |
110-28 |
PP |
110-31 |
110-23 |
S1 |
110-30 |
110-18 |
|