ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
111-14 |
111-17 |
0-03 |
0.1% |
110-13 |
| High |
111-20 |
111-23 |
0-03 |
0.1% |
111-24 |
| Low |
111-05 |
111-04 |
-0-01 |
0.0% |
109-31 |
| Close |
111-18 |
111-13 |
-0-05 |
-0.1% |
111-14 |
| Range |
0-15 |
0-19 |
0-04 |
26.7% |
1-25 |
| ATR |
0-18 |
0-18 |
0-00 |
0.4% |
0-00 |
| Volume |
26,726 |
49,428 |
22,702 |
84.9% |
25,435 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-06 |
112-29 |
111-23 |
|
| R3 |
112-19 |
112-10 |
111-18 |
|
| R2 |
112-00 |
112-00 |
111-16 |
|
| R1 |
111-23 |
111-23 |
111-15 |
111-18 |
| PP |
111-13 |
111-13 |
111-13 |
111-11 |
| S1 |
111-04 |
111-04 |
111-11 |
110-31 |
| S2 |
110-26 |
110-26 |
111-10 |
|
| S3 |
110-07 |
110-17 |
111-08 |
|
| S4 |
109-20 |
109-30 |
111-03 |
|
|
| 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 |
110-02 |
1-22 |
1.5% |
0-21 |
0.6% |
80% |
False |
False |
16,860 |
| 10 |
111-24 |
109-31 |
1-25 |
1.6% |
0-18 |
0.5% |
81% |
False |
False |
10,847 |
| 20 |
111-24 |
109-06 |
2-18 |
2.3% |
0-18 |
0.5% |
87% |
False |
False |
6,016 |
| 40 |
112-23 |
109-06 |
3-17 |
3.2% |
0-16 |
0.4% |
63% |
False |
False |
3,158 |
| 60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-14 |
0.4% |
40% |
False |
False |
2,114 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-11 |
0.3% |
40% |
False |
False |
1,586 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
40% |
False |
False |
1,269 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-09 |
0.3% |
40% |
False |
False |
1,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-08 |
|
2.618 |
113-09 |
|
1.618 |
112-22 |
|
1.000 |
112-10 |
|
0.618 |
112-03 |
|
HIGH |
111-23 |
|
0.618 |
111-16 |
|
0.500 |
111-14 |
|
0.382 |
111-11 |
|
LOW |
111-04 |
|
0.618 |
110-24 |
|
1.000 |
110-17 |
|
1.618 |
110-05 |
|
2.618 |
109-18 |
|
4.250 |
108-19 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-14 |
111-14 |
| PP |
111-13 |
111-14 |
| S1 |
111-13 |
111-13 |
|