ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
111-20 |
112-07 |
0-19 |
0.5% |
111-15 |
| High |
112-10 |
114-04 |
1-26 |
1.6% |
111-27 |
| Low |
111-19 |
112-05 |
0-18 |
0.5% |
110-28 |
| Close |
112-06 |
113-13 |
1-07 |
1.1% |
111-20 |
| Range |
0-23 |
1-31 |
1-08 |
173.9% |
0-31 |
| ATR |
0-21 |
0-24 |
0-03 |
14.2% |
0-00 |
| Volume |
534,455 |
507,581 |
-26,874 |
-5.0% |
1,431,123 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-08 |
114-16 |
|
| R3 |
117-05 |
116-09 |
113-30 |
|
| R2 |
115-06 |
115-06 |
113-25 |
|
| R1 |
114-10 |
114-10 |
113-19 |
114-24 |
| PP |
113-07 |
113-07 |
113-07 |
113-14 |
| S1 |
112-11 |
112-11 |
113-07 |
112-25 |
| S2 |
111-08 |
111-08 |
113-01 |
|
| S3 |
109-09 |
110-12 |
112-28 |
|
| S4 |
107-10 |
108-13 |
112-10 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-11 |
113-31 |
112-05 |
|
| R3 |
113-12 |
113-00 |
111-29 |
|
| R2 |
112-13 |
112-13 |
111-26 |
|
| R1 |
112-01 |
112-01 |
111-23 |
112-07 |
| PP |
111-14 |
111-14 |
111-14 |
111-18 |
| S1 |
111-02 |
111-02 |
111-17 |
111-08 |
| S2 |
110-15 |
110-15 |
111-14 |
|
| S3 |
109-16 |
110-03 |
111-11 |
|
| S4 |
108-17 |
109-04 |
111-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-04 |
110-28 |
3-08 |
2.9% |
0-31 |
0.9% |
78% |
True |
False |
434,498 |
| 10 |
114-04 |
110-02 |
4-02 |
3.6% |
0-26 |
0.7% |
82% |
True |
False |
403,598 |
| 20 |
114-04 |
109-07 |
4-29 |
4.3% |
0-23 |
0.6% |
85% |
True |
False |
382,559 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
85% |
True |
False |
327,382 |
| 60 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
73% |
False |
False |
317,409 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
73% |
False |
False |
248,681 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
73% |
False |
False |
199,065 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-19 |
0.5% |
73% |
False |
False |
165,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-16 |
|
2.618 |
119-09 |
|
1.618 |
117-10 |
|
1.000 |
116-03 |
|
0.618 |
115-11 |
|
HIGH |
114-04 |
|
0.618 |
113-12 |
|
0.500 |
113-04 |
|
0.382 |
112-29 |
|
LOW |
112-05 |
|
0.618 |
110-30 |
|
1.000 |
110-06 |
|
1.618 |
108-31 |
|
2.618 |
107-00 |
|
4.250 |
103-25 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-10 |
113-04 |
| PP |
113-07 |
112-26 |
| S1 |
113-04 |
112-17 |
|