ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 05-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-00 |
110-01 |
0-01 |
0.0% |
109-18 |
| High |
110-08 |
110-11 |
0-03 |
0.1% |
110-22 |
| Low |
109-28 |
110-00 |
0-04 |
0.1% |
109-06 |
| Close |
110-00 |
110-07 |
0-07 |
0.2% |
110-00 |
| Range |
0-12 |
0-11 |
-0-01 |
-8.3% |
1-16 |
| ATR |
0-18 |
0-17 |
0-00 |
-2.7% |
0-00 |
| Volume |
611 |
1,102 |
491 |
80.4% |
6,638 |
|
| Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-07 |
111-02 |
110-13 |
|
| R3 |
110-28 |
110-23 |
110-10 |
|
| R2 |
110-17 |
110-17 |
110-09 |
|
| R1 |
110-12 |
110-12 |
110-08 |
110-14 |
| PP |
110-06 |
110-06 |
110-06 |
110-07 |
| S1 |
110-01 |
110-01 |
110-06 |
110-04 |
| S2 |
109-27 |
109-27 |
110-05 |
|
| S3 |
109-16 |
109-22 |
110-04 |
|
| S4 |
109-05 |
109-11 |
110-01 |
|
|
| 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 |
110-22 |
109-06 |
1-16 |
1.4% |
0-17 |
0.5% |
69% |
False |
False |
1,369 |
| 10 |
110-22 |
109-06 |
1-16 |
1.4% |
0-17 |
0.5% |
69% |
False |
False |
1,138 |
| 20 |
112-04 |
109-06 |
2-30 |
2.7% |
0-14 |
0.4% |
35% |
False |
False |
763 |
| 40 |
114-00 |
109-06 |
4-26 |
4.4% |
0-14 |
0.4% |
21% |
False |
False |
430 |
| 60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-11 |
0.3% |
19% |
False |
False |
290 |
| 80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
19% |
False |
False |
218 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.2% |
19% |
False |
False |
175 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-07 |
0.2% |
19% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-26 |
|
2.618 |
111-08 |
|
1.618 |
110-29 |
|
1.000 |
110-22 |
|
0.618 |
110-18 |
|
HIGH |
110-11 |
|
0.618 |
110-07 |
|
0.500 |
110-06 |
|
0.382 |
110-04 |
|
LOW |
110-00 |
|
0.618 |
109-25 |
|
1.000 |
109-21 |
|
1.618 |
109-14 |
|
2.618 |
109-03 |
|
4.250 |
108-17 |
|
|
| Fisher Pivots for day following 05-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-06 |
110-09 |
| PP |
110-06 |
110-08 |
| S1 |
110-06 |
110-08 |
|