ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
110-24 |
111-07 |
0-15 |
0.4% |
110-13 |
High |
111-15 |
111-24 |
0-09 |
0.3% |
111-24 |
Low |
110-22 |
111-07 |
0-17 |
0.5% |
109-31 |
Close |
111-08 |
111-14 |
0-06 |
0.2% |
111-14 |
Range |
0-25 |
0-17 |
-0-08 |
-32.0% |
1-25 |
ATR |
0-18 |
0-18 |
0-00 |
-0.5% |
0-00 |
Volume |
5,255 |
638 |
-4,617 |
-87.9% |
25,435 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-02 |
112-25 |
111-23 |
|
R3 |
112-17 |
112-08 |
111-19 |
|
R2 |
112-00 |
112-00 |
111-17 |
|
R1 |
111-23 |
111-23 |
111-16 |
111-28 |
PP |
111-15 |
111-15 |
111-15 |
111-17 |
S1 |
111-06 |
111-06 |
111-12 |
111-10 |
S2 |
110-30 |
110-30 |
111-11 |
|
S3 |
110-13 |
110-21 |
111-09 |
|
S4 |
109-28 |
110-04 |
111-05 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-13 |
115-22 |
112-13 |
|
R3 |
114-20 |
113-29 |
111-30 |
|
R2 |
112-27 |
112-27 |
111-24 |
|
R1 |
112-04 |
112-04 |
111-19 |
112-16 |
PP |
111-02 |
111-02 |
111-02 |
111-07 |
S1 |
110-11 |
110-11 |
111-09 |
110-22 |
S2 |
109-09 |
109-09 |
111-04 |
|
S3 |
107-16 |
108-18 |
110-30 |
|
S4 |
105-23 |
106-25 |
110-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-24 |
109-31 |
1-25 |
1.6% |
0-19 |
0.5% |
82% |
True |
False |
5,087 |
10 |
111-24 |
109-31 |
1-25 |
1.6% |
0-18 |
0.5% |
82% |
True |
False |
3,438 |
20 |
111-24 |
109-06 |
2-18 |
2.3% |
0-19 |
0.5% |
88% |
True |
False |
2,245 |
40 |
112-30 |
109-06 |
3-24 |
3.4% |
0-15 |
0.4% |
60% |
False |
False |
1,256 |
60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-14 |
0.4% |
41% |
False |
False |
845 |
80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
41% |
False |
False |
634 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-09 |
0.3% |
41% |
False |
False |
507 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-09 |
0.2% |
41% |
False |
False |
423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-00 |
2.618 |
113-05 |
1.618 |
112-20 |
1.000 |
112-09 |
0.618 |
112-03 |
HIGH |
111-24 |
0.618 |
111-18 |
0.500 |
111-16 |
0.382 |
111-13 |
LOW |
111-07 |
0.618 |
110-28 |
1.000 |
110-22 |
1.618 |
110-11 |
2.618 |
109-26 |
4.250 |
108-31 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-16 |
111-08 |
PP |
111-15 |
111-03 |
S1 |
111-14 |
110-29 |
|