ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
112-06 |
113-13 |
1-07 |
1.1% |
111-14 |
| High |
114-02 |
113-14 |
-0-20 |
-0.5% |
111-25 |
| Low |
112-04 |
112-19 |
0-15 |
0.4% |
110-26 |
| Close |
113-12 |
112-30 |
-0-14 |
-0.4% |
111-18 |
| Range |
1-30 |
0-27 |
-1-03 |
-56.5% |
0-31 |
| ATR |
0-22 |
0-22 |
0-00 |
1.6% |
0-00 |
| Volume |
322,848 |
694,892 |
372,044 |
115.2% |
297,316 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-17 |
115-02 |
113-13 |
|
| R3 |
114-22 |
114-07 |
113-05 |
|
| R2 |
113-27 |
113-27 |
113-03 |
|
| R1 |
113-12 |
113-12 |
113-00 |
113-06 |
| PP |
113-00 |
113-00 |
113-00 |
112-28 |
| S1 |
112-17 |
112-17 |
112-28 |
112-11 |
| S2 |
112-05 |
112-05 |
112-25 |
|
| S3 |
111-10 |
111-22 |
112-23 |
|
| S4 |
110-15 |
110-27 |
112-15 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-09 |
113-29 |
112-03 |
|
| R3 |
113-10 |
112-30 |
111-27 |
|
| R2 |
112-11 |
112-11 |
111-24 |
|
| R1 |
111-31 |
111-31 |
111-21 |
112-05 |
| PP |
111-12 |
111-12 |
111-12 |
111-16 |
| S1 |
111-00 |
111-00 |
111-15 |
111-06 |
| S2 |
110-13 |
110-13 |
111-12 |
|
| S3 |
109-14 |
110-01 |
111-09 |
|
| S4 |
108-15 |
109-02 |
111-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-02 |
110-26 |
3-08 |
2.9% |
0-31 |
0.9% |
65% |
False |
False |
287,252 |
| 10 |
114-02 |
110-02 |
4-00 |
3.5% |
0-26 |
0.7% |
72% |
False |
False |
152,056 |
| 20 |
114-02 |
109-06 |
4-28 |
4.3% |
0-22 |
0.6% |
77% |
False |
False |
77,576 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-18 |
0.5% |
77% |
False |
False |
39,054 |
| 60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.4% |
68% |
False |
False |
26,050 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
68% |
False |
False |
19,539 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-11 |
0.3% |
68% |
False |
False |
15,631 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
68% |
False |
False |
13,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-01 |
|
2.618 |
115-21 |
|
1.618 |
114-26 |
|
1.000 |
114-09 |
|
0.618 |
113-31 |
|
HIGH |
113-14 |
|
0.618 |
113-04 |
|
0.500 |
113-00 |
|
0.382 |
112-29 |
|
LOW |
112-19 |
|
0.618 |
112-02 |
|
1.000 |
111-24 |
|
1.618 |
111-07 |
|
2.618 |
110-12 |
|
4.250 |
109-00 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-00 |
112-29 |
| PP |
113-00 |
112-28 |
| S1 |
112-31 |
112-27 |
|