ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-31 |
111-20 |
0-21 |
0.6% |
111-14 |
| High |
111-25 |
112-08 |
0-15 |
0.4% |
111-25 |
| Low |
110-30 |
111-20 |
0-22 |
0.6% |
110-26 |
| Close |
111-18 |
112-05 |
0-19 |
0.5% |
111-18 |
| Range |
0-27 |
0-20 |
-0-07 |
-25.9% |
0-31 |
| ATR |
0-19 |
0-19 |
0-00 |
1.3% |
0-00 |
| Volume |
111,984 |
197,360 |
85,376 |
76.2% |
297,316 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-28 |
113-21 |
112-16 |
|
| R3 |
113-08 |
113-01 |
112-10 |
|
| R2 |
112-20 |
112-20 |
112-09 |
|
| R1 |
112-13 |
112-13 |
112-07 |
112-16 |
| PP |
112-00 |
112-00 |
112-00 |
112-02 |
| S1 |
111-25 |
111-25 |
112-03 |
111-28 |
| S2 |
111-12 |
111-12 |
112-01 |
|
| S3 |
110-24 |
111-05 |
112-00 |
|
| S4 |
110-04 |
110-17 |
111-26 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-09 |
113-29 |
112-03 |
|
| R3 |
113-10 |
112-30 |
111-27 |
|
| R2 |
112-11 |
112-11 |
111-24 |
|
| R1 |
111-31 |
111-31 |
111-21 |
112-05 |
| PP |
111-12 |
111-12 |
111-12 |
111-16 |
| S1 |
111-00 |
111-00 |
111-15 |
111-06 |
| S2 |
110-13 |
110-13 |
111-12 |
|
| S3 |
109-14 |
110-01 |
111-09 |
|
| S4 |
108-15 |
109-02 |
111-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-08 |
110-26 |
1-14 |
1.3% |
0-20 |
0.6% |
93% |
True |
False |
98,935 |
| 10 |
112-08 |
109-31 |
2-09 |
2.0% |
0-20 |
0.5% |
96% |
True |
False |
52,011 |
| 20 |
112-08 |
109-06 |
3-02 |
2.7% |
0-18 |
0.5% |
97% |
True |
False |
26,785 |
| 40 |
112-23 |
109-06 |
3-17 |
3.1% |
0-17 |
0.5% |
84% |
False |
False |
13,619 |
| 60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
54% |
False |
False |
9,089 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
54% |
False |
False |
6,817 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
54% |
False |
False |
5,454 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-09 |
0.3% |
54% |
False |
False |
4,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-29 |
|
2.618 |
113-28 |
|
1.618 |
113-08 |
|
1.000 |
112-28 |
|
0.618 |
112-20 |
|
HIGH |
112-08 |
|
0.618 |
112-00 |
|
0.500 |
111-30 |
|
0.382 |
111-28 |
|
LOW |
111-20 |
|
0.618 |
111-08 |
|
1.000 |
111-00 |
|
1.618 |
110-20 |
|
2.618 |
110-00 |
|
4.250 |
108-31 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-03 |
111-30 |
| PP |
112-00 |
111-24 |
| S1 |
111-30 |
111-17 |
|