ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-08 |
110-19 |
0-11 |
0.3% |
109-18 |
| High |
110-25 |
110-31 |
0-06 |
0.2% |
110-22 |
| Low |
110-00 |
110-18 |
0-18 |
0.5% |
109-06 |
| Close |
110-22 |
110-29 |
0-07 |
0.2% |
110-00 |
| Range |
0-25 |
0-13 |
-0-12 |
-48.0% |
1-16 |
| ATR |
0-18 |
0-17 |
0-00 |
-1.9% |
0-00 |
| Volume |
969 |
2,279 |
1,310 |
135.2% |
6,638 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-01 |
111-28 |
111-04 |
|
| R3 |
111-20 |
111-15 |
111-01 |
|
| R2 |
111-07 |
111-07 |
110-31 |
|
| R1 |
111-02 |
111-02 |
110-30 |
111-04 |
| PP |
110-26 |
110-26 |
110-26 |
110-27 |
| S1 |
110-21 |
110-21 |
110-28 |
110-24 |
| S2 |
110-13 |
110-13 |
110-27 |
|
| S3 |
110-00 |
110-08 |
110-25 |
|
| S4 |
109-19 |
109-27 |
110-22 |
|
|
| 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 |
110-31 |
109-28 |
1-03 |
1.0% |
0-17 |
0.5% |
94% |
True |
False |
1,189 |
| 10 |
110-31 |
109-06 |
1-25 |
1.6% |
0-19 |
0.5% |
96% |
True |
False |
1,382 |
| 20 |
111-20 |
109-06 |
2-14 |
2.2% |
0-16 |
0.4% |
71% |
False |
False |
906 |
| 40 |
114-00 |
109-06 |
4-26 |
4.3% |
0-15 |
0.4% |
36% |
False |
False |
510 |
| 60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-12 |
0.3% |
31% |
False |
False |
345 |
| 80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.2% |
31% |
False |
False |
258 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.3% |
31% |
False |
False |
207 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
31% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-22 |
|
2.618 |
112-01 |
|
1.618 |
111-20 |
|
1.000 |
111-12 |
|
0.618 |
111-07 |
|
HIGH |
110-31 |
|
0.618 |
110-26 |
|
0.500 |
110-24 |
|
0.382 |
110-23 |
|
LOW |
110-18 |
|
0.618 |
110-10 |
|
1.000 |
110-05 |
|
1.618 |
109-29 |
|
2.618 |
109-16 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-28 |
110-24 |
| PP |
110-26 |
110-20 |
| S1 |
110-24 |
110-16 |
|