ECBOT 30 Year Treasury Bond Future June 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 |
110-03 |
110-24 |
0-21 |
0.6% |
110-01 |
| High |
111-01 |
111-15 |
0-14 |
0.4% |
111-05 |
| Low |
110-02 |
110-22 |
0-20 |
0.6% |
110-00 |
| Close |
110-31 |
111-08 |
0-09 |
0.3% |
110-13 |
| Range |
0-31 |
0-25 |
-0-06 |
-19.4% |
1-05 |
| ATR |
0-18 |
0-18 |
0-01 |
3.0% |
0-00 |
| Volume |
2,253 |
5,255 |
3,002 |
133.2% |
8,954 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-15 |
113-05 |
111-22 |
|
| R3 |
112-22 |
112-12 |
111-15 |
|
| R2 |
111-29 |
111-29 |
111-13 |
|
| R1 |
111-19 |
111-19 |
111-10 |
111-24 |
| PP |
111-04 |
111-04 |
111-04 |
111-07 |
| S1 |
110-26 |
110-26 |
111-06 |
110-31 |
| S2 |
110-11 |
110-11 |
111-03 |
|
| S3 |
109-18 |
110-01 |
111-01 |
|
| S4 |
108-25 |
109-08 |
110-26 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-00 |
113-11 |
111-01 |
|
| R3 |
112-27 |
112-06 |
110-23 |
|
| R2 |
111-22 |
111-22 |
110-20 |
|
| R1 |
111-01 |
111-01 |
110-16 |
111-12 |
| PP |
110-17 |
110-17 |
110-17 |
110-22 |
| S1 |
109-28 |
109-28 |
110-10 |
110-06 |
| S2 |
109-12 |
109-12 |
110-06 |
|
| S3 |
108-07 |
108-23 |
110-03 |
|
| S4 |
107-02 |
107-18 |
109-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-15 |
109-31 |
1-16 |
1.3% |
0-20 |
0.6% |
85% |
True |
False |
5,256 |
| 10 |
111-15 |
109-28 |
1-19 |
1.4% |
0-17 |
0.5% |
86% |
True |
False |
3,436 |
| 20 |
111-15 |
109-06 |
2-09 |
2.1% |
0-18 |
0.5% |
90% |
True |
False |
2,223 |
| 40 |
112-30 |
109-06 |
3-24 |
3.4% |
0-15 |
0.4% |
55% |
False |
False |
1,243 |
| 60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
38% |
False |
False |
835 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
38% |
False |
False |
626 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
38% |
False |
False |
501 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-09 |
0.2% |
38% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-25 |
|
2.618 |
113-16 |
|
1.618 |
112-23 |
|
1.000 |
112-08 |
|
0.618 |
111-30 |
|
HIGH |
111-15 |
|
0.618 |
111-05 |
|
0.500 |
111-02 |
|
0.382 |
111-00 |
|
LOW |
110-22 |
|
0.618 |
110-07 |
|
1.000 |
109-29 |
|
1.618 |
109-14 |
|
2.618 |
108-21 |
|
4.250 |
107-12 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-06 |
111-02 |
| PP |
111-04 |
110-29 |
| S1 |
111-02 |
110-23 |
|