ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
113-13 |
112-24 |
-0-21 |
-0.6% |
111-14 |
| High |
113-14 |
113-16 |
0-02 |
0.1% |
111-25 |
| Low |
112-19 |
112-20 |
0-01 |
0.0% |
110-26 |
| Close |
112-30 |
112-26 |
-0-04 |
-0.1% |
111-18 |
| Range |
0-27 |
0-28 |
0-01 |
3.7% |
0-31 |
| ATR |
0-22 |
0-23 |
0-00 |
1.8% |
0-00 |
| Volume |
694,892 |
671,747 |
-23,145 |
-3.3% |
297,316 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-19 |
115-03 |
113-09 |
|
| R3 |
114-23 |
114-07 |
113-02 |
|
| R2 |
113-27 |
113-27 |
112-31 |
|
| R1 |
113-11 |
113-11 |
112-29 |
113-19 |
| PP |
112-31 |
112-31 |
112-31 |
113-04 |
| S1 |
112-15 |
112-15 |
112-23 |
112-23 |
| S2 |
112-03 |
112-03 |
112-21 |
|
| S3 |
111-07 |
111-19 |
112-18 |
|
| S4 |
110-11 |
110-23 |
112-11 |
|
|
| 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 |
110-30 |
3-04 |
2.8% |
1-01 |
0.9% |
60% |
False |
False |
399,766 |
| 10 |
114-02 |
110-22 |
3-12 |
3.0% |
0-26 |
0.7% |
63% |
False |
False |
219,005 |
| 20 |
114-02 |
109-28 |
4-06 |
3.7% |
0-22 |
0.6% |
70% |
False |
False |
111,007 |
| 40 |
114-02 |
109-06 |
4-28 |
4.3% |
0-19 |
0.5% |
74% |
False |
False |
55,847 |
| 60 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.5% |
66% |
False |
False |
37,246 |
| 80 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
66% |
False |
False |
27,936 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-11 |
0.3% |
66% |
False |
False |
22,349 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-10 |
0.3% |
66% |
False |
False |
18,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-07 |
|
2.618 |
115-25 |
|
1.618 |
114-29 |
|
1.000 |
114-12 |
|
0.618 |
114-01 |
|
HIGH |
113-16 |
|
0.618 |
113-05 |
|
0.500 |
113-02 |
|
0.382 |
112-31 |
|
LOW |
112-20 |
|
0.618 |
112-03 |
|
1.000 |
111-24 |
|
1.618 |
111-07 |
|
2.618 |
110-11 |
|
4.250 |
108-29 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-02 |
113-03 |
| PP |
112-31 |
113-00 |
| S1 |
112-29 |
112-29 |
|