ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-06 |
110-28 |
0-22 |
0.6% |
110-04 |
| High |
111-04 |
111-17 |
0-13 |
0.4% |
111-09 |
| Low |
110-05 |
110-25 |
0-20 |
0.6% |
110-02 |
| Close |
111-01 |
111-10 |
0-09 |
0.3% |
110-16 |
| Range |
0-31 |
0-24 |
-0-07 |
-22.6% |
1-07 |
| ATR |
0-21 |
0-21 |
0-00 |
1.1% |
0-00 |
| Volume |
432,749 |
432,749 |
0 |
0.0% |
1,662,191 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-15 |
113-04 |
111-23 |
|
| R3 |
112-23 |
112-12 |
111-17 |
|
| R2 |
111-31 |
111-31 |
111-14 |
|
| R1 |
111-20 |
111-20 |
111-12 |
111-26 |
| PP |
111-07 |
111-07 |
111-07 |
111-09 |
| S1 |
110-28 |
110-28 |
111-08 |
111-02 |
| S2 |
110-15 |
110-15 |
111-06 |
|
| S3 |
109-23 |
110-04 |
111-03 |
|
| S4 |
108-31 |
109-12 |
110-29 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-09 |
113-19 |
111-05 |
|
| R3 |
113-02 |
112-12 |
110-27 |
|
| R2 |
111-27 |
111-27 |
110-23 |
|
| R1 |
111-05 |
111-05 |
110-20 |
111-16 |
| PP |
110-20 |
110-20 |
110-20 |
110-25 |
| S1 |
109-30 |
109-30 |
110-12 |
110-09 |
| S2 |
109-13 |
109-13 |
110-09 |
|
| S3 |
108-06 |
108-23 |
110-05 |
|
| S4 |
106-31 |
107-16 |
109-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-17 |
110-02 |
1-15 |
1.3% |
0-21 |
0.6% |
85% |
True |
False |
354,808 |
| 10 |
111-17 |
109-28 |
1-21 |
1.5% |
0-20 |
0.5% |
87% |
True |
False |
345,152 |
| 20 |
111-17 |
109-06 |
2-11 |
2.1% |
0-20 |
0.6% |
91% |
True |
False |
352,592 |
| 40 |
113-06 |
109-06 |
4-00 |
3.6% |
0-21 |
0.6% |
53% |
False |
False |
284,092 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-21 |
0.6% |
37% |
False |
False |
282,416 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
37% |
False |
False |
212,677 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-20 |
0.6% |
37% |
False |
False |
170,218 |
| 120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-18 |
0.5% |
37% |
False |
False |
141,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-23 |
|
2.618 |
113-16 |
|
1.618 |
112-24 |
|
1.000 |
112-09 |
|
0.618 |
112-00 |
|
HIGH |
111-17 |
|
0.618 |
111-08 |
|
0.500 |
111-05 |
|
0.382 |
111-02 |
|
LOW |
110-25 |
|
0.618 |
110-10 |
|
1.000 |
110-01 |
|
1.618 |
109-18 |
|
2.618 |
108-26 |
|
4.250 |
107-19 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-08 |
111-04 |
| PP |
111-07 |
110-31 |
| S1 |
111-05 |
110-26 |
|