ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 23-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
111-03 |
111-10 |
0-07 |
0.2% |
111-16 |
| High |
111-03 |
111-22 |
0-19 |
0.5% |
111-22 |
| Low |
111-03 |
111-10 |
0-07 |
0.2% |
111-03 |
| Close |
111-00 |
111-18 |
0-18 |
0.5% |
111-18 |
| Range |
0-00 |
0-12 |
0-12 |
|
0-19 |
| ATR |
0-10 |
0-11 |
0-01 |
9.1% |
0-00 |
| Volume |
5 |
14 |
9 |
180.0% |
45 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-21 |
112-15 |
111-25 |
|
| R3 |
112-09 |
112-03 |
111-21 |
|
| R2 |
111-29 |
111-29 |
111-20 |
|
| R1 |
111-23 |
111-23 |
111-19 |
111-26 |
| PP |
111-17 |
111-17 |
111-17 |
111-18 |
| S1 |
111-11 |
111-11 |
111-17 |
111-14 |
| S2 |
111-05 |
111-05 |
111-16 |
|
| S3 |
110-25 |
110-31 |
111-15 |
|
| S4 |
110-13 |
110-19 |
111-11 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-07 |
113-00 |
111-28 |
|
| R3 |
112-20 |
112-13 |
111-23 |
|
| R2 |
112-01 |
112-01 |
111-21 |
|
| R1 |
111-26 |
111-26 |
111-20 |
111-30 |
| PP |
111-14 |
111-14 |
111-14 |
111-16 |
| S1 |
111-07 |
111-07 |
111-16 |
111-10 |
| S2 |
110-27 |
110-27 |
111-15 |
|
| S3 |
110-08 |
110-20 |
111-13 |
|
| S4 |
109-21 |
110-01 |
111-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-22 |
110-31 |
0-23 |
0.6% |
0-04 |
0.1% |
83% |
True |
False |
9 |
| 10 |
111-22 |
110-03 |
1-19 |
1.4% |
0-02 |
0.1% |
92% |
True |
False |
5 |
| 20 |
111-22 |
109-10 |
2-12 |
2.1% |
0-01 |
0.0% |
95% |
True |
False |
2 |
| 40 |
112-14 |
109-10 |
3-04 |
2.8% |
0-00 |
0.0% |
72% |
False |
False |
2 |
| 60 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
43% |
False |
False |
2 |
| 80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
43% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-09 |
|
2.618 |
112-21 |
|
1.618 |
112-09 |
|
1.000 |
112-02 |
|
0.618 |
111-29 |
|
HIGH |
111-22 |
|
0.618 |
111-17 |
|
0.500 |
111-16 |
|
0.382 |
111-15 |
|
LOW |
111-10 |
|
0.618 |
111-03 |
|
1.000 |
110-30 |
|
1.618 |
110-23 |
|
2.618 |
110-11 |
|
4.250 |
109-23 |
|
|
| Fisher Pivots for day following 23-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-17 |
111-16 |
| PP |
111-17 |
111-14 |
| S1 |
111-16 |
111-12 |
|