ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
111-20 |
112-06 |
0-18 |
0.5% |
111-14 |
| High |
112-08 |
114-02 |
1-26 |
1.6% |
111-25 |
| Low |
111-20 |
112-04 |
0-16 |
0.4% |
110-26 |
| Close |
112-05 |
113-12 |
1-07 |
1.1% |
111-18 |
| Range |
0-20 |
1-30 |
1-10 |
210.0% |
0-31 |
| ATR |
0-19 |
0-22 |
0-03 |
16.3% |
0-00 |
| Volume |
197,360 |
322,848 |
125,488 |
63.6% |
297,316 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-04 |
114-14 |
|
| R3 |
117-02 |
116-06 |
113-29 |
|
| R2 |
115-04 |
115-04 |
113-23 |
|
| R1 |
114-08 |
114-08 |
113-18 |
114-22 |
| PP |
113-06 |
113-06 |
113-06 |
113-13 |
| S1 |
112-10 |
112-10 |
113-06 |
112-24 |
| S2 |
111-08 |
111-08 |
113-01 |
|
| S3 |
109-10 |
110-12 |
112-27 |
|
| S4 |
107-12 |
108-14 |
112-10 |
|
|
| 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 |
114-02 |
110-26 |
3-08 |
2.9% |
0-29 |
0.8% |
79% |
True |
False |
158,159 |
| 10 |
114-02 |
109-31 |
4-03 |
3.6% |
0-25 |
0.7% |
83% |
True |
False |
84,088 |
| 20 |
114-02 |
109-06 |
4-28 |
4.3% |
0-21 |
0.6% |
86% |
True |
False |
42,883 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-18 |
0.5% |
86% |
True |
False |
21,682 |
| 60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
76% |
False |
False |
14,469 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-12 |
0.3% |
76% |
False |
False |
10,853 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-11 |
0.3% |
76% |
False |
False |
8,682 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
76% |
False |
False |
7,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
119-04 |
|
1.618 |
117-06 |
|
1.000 |
116-00 |
|
0.618 |
115-08 |
|
HIGH |
114-02 |
|
0.618 |
113-10 |
|
0.500 |
113-03 |
|
0.382 |
112-28 |
|
LOW |
112-04 |
|
0.618 |
110-30 |
|
1.000 |
110-06 |
|
1.618 |
109-00 |
|
2.618 |
107-02 |
|
4.250 |
103-28 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-09 |
113-03 |
| PP |
113-06 |
112-25 |
| S1 |
113-03 |
112-16 |
|