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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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