ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
111-07 |
111-14 |
0-07 |
0.2% |
110-13 |
High |
111-24 |
111-20 |
-0-04 |
-0.1% |
111-24 |
Low |
111-07 |
111-05 |
-0-02 |
-0.1% |
109-31 |
Close |
111-14 |
111-18 |
0-04 |
0.1% |
111-14 |
Range |
0-17 |
0-15 |
-0-02 |
-11.8% |
1-25 |
ATR |
0-18 |
0-18 |
0-00 |
-1.2% |
0-00 |
Volume |
638 |
26,726 |
26,088 |
4,089.0% |
25,435 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-27 |
112-22 |
111-26 |
|
R3 |
112-12 |
112-07 |
111-22 |
|
R2 |
111-29 |
111-29 |
111-21 |
|
R1 |
111-24 |
111-24 |
111-19 |
111-26 |
PP |
111-14 |
111-14 |
111-14 |
111-16 |
S1 |
111-09 |
111-09 |
111-17 |
111-12 |
S2 |
110-31 |
110-31 |
111-15 |
|
S3 |
110-16 |
110-26 |
111-14 |
|
S4 |
110-01 |
110-11 |
111-10 |
|
|
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% |
0-20 |
0.6% |
89% |
False |
False |
10,017 |
10 |
111-24 |
109-31 |
1-25 |
1.6% |
0-18 |
0.5% |
89% |
False |
False |
6,001 |
20 |
111-24 |
109-06 |
2-18 |
2.3% |
0-18 |
0.5% |
93% |
False |
False |
3,569 |
40 |
112-30 |
109-06 |
3-24 |
3.4% |
0-16 |
0.4% |
63% |
False |
False |
1,924 |
60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-14 |
0.4% |
43% |
False |
False |
1,290 |
80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
43% |
False |
False |
968 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
43% |
False |
False |
775 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-09 |
0.2% |
43% |
False |
False |
646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-20 |
2.618 |
112-27 |
1.618 |
112-12 |
1.000 |
112-03 |
0.618 |
111-29 |
HIGH |
111-20 |
0.618 |
111-14 |
0.500 |
111-12 |
0.382 |
111-11 |
LOW |
111-05 |
0.618 |
110-28 |
1.000 |
110-22 |
1.618 |
110-13 |
2.618 |
109-30 |
4.250 |
109-05 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-16 |
111-14 |
PP |
111-14 |
111-11 |
S1 |
111-12 |
111-07 |
|