ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-01 |
110-08 |
0-07 |
0.2% |
109-18 |
| High |
110-11 |
110-25 |
0-14 |
0.4% |
110-22 |
| Low |
110-00 |
110-00 |
0-00 |
0.0% |
109-06 |
| Close |
110-07 |
110-22 |
0-15 |
0.4% |
110-00 |
| Range |
0-11 |
0-25 |
0-14 |
127.3% |
1-16 |
| ATR |
0-17 |
0-18 |
0-01 |
3.3% |
0-00 |
| Volume |
1,102 |
969 |
-133 |
-12.1% |
6,638 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-27 |
112-17 |
111-04 |
|
| R3 |
112-02 |
111-24 |
110-29 |
|
| R2 |
111-09 |
111-09 |
110-27 |
|
| R1 |
110-31 |
110-31 |
110-24 |
111-04 |
| PP |
110-16 |
110-16 |
110-16 |
110-18 |
| S1 |
110-06 |
110-06 |
110-20 |
110-11 |
| S2 |
109-23 |
109-23 |
110-17 |
|
| S3 |
108-30 |
109-13 |
110-15 |
|
| S4 |
108-05 |
108-20 |
110-08 |
|
|
| 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 |
110-25 |
109-06 |
1-19 |
1.4% |
0-21 |
0.6% |
94% |
True |
False |
1,359 |
| 10 |
110-25 |
109-06 |
1-19 |
1.4% |
0-18 |
0.5% |
94% |
True |
False |
1,186 |
| 20 |
112-00 |
109-06 |
2-26 |
2.5% |
0-15 |
0.4% |
53% |
False |
False |
801 |
| 40 |
114-00 |
109-06 |
4-26 |
4.3% |
0-15 |
0.4% |
31% |
False |
False |
454 |
| 60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-11 |
0.3% |
27% |
False |
False |
307 |
| 80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.2% |
27% |
False |
False |
230 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.3% |
27% |
False |
False |
184 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-07 |
0.2% |
27% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-03 |
|
2.618 |
112-26 |
|
1.618 |
112-01 |
|
1.000 |
111-18 |
|
0.618 |
111-08 |
|
HIGH |
110-25 |
|
0.618 |
110-15 |
|
0.500 |
110-12 |
|
0.382 |
110-10 |
|
LOW |
110-00 |
|
0.618 |
109-17 |
|
1.000 |
109-07 |
|
1.618 |
108-24 |
|
2.618 |
107-31 |
|
4.250 |
106-22 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-19 |
110-18 |
| PP |
110-16 |
110-14 |
| S1 |
110-12 |
110-10 |
|