ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
110-07 |
110-22 |
0-15 |
0.4% |
109-10 |
High |
110-07 |
110-22 |
0-15 |
0.4% |
110-01 |
Low |
110-07 |
110-22 |
0-15 |
0.4% |
109-10 |
Close |
110-07 |
110-22 |
0-15 |
0.4% |
110-00 |
Range |
|
|
|
|
|
ATR |
0-10 |
0-10 |
0-00 |
3.9% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-22 |
110-22 |
110-22 |
|
R3 |
110-22 |
110-22 |
110-22 |
|
R2 |
110-22 |
110-22 |
110-22 |
|
R1 |
110-22 |
110-22 |
110-22 |
110-22 |
PP |
110-22 |
110-22 |
110-22 |
110-22 |
S1 |
110-22 |
110-22 |
110-22 |
110-22 |
S2 |
110-22 |
110-22 |
110-22 |
|
S3 |
110-22 |
110-22 |
110-22 |
|
S4 |
110-22 |
110-22 |
110-22 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-30 |
111-22 |
110-13 |
|
R3 |
111-07 |
110-31 |
110-06 |
|
R2 |
110-16 |
110-16 |
110-04 |
|
R1 |
110-08 |
110-08 |
110-02 |
110-12 |
PP |
109-25 |
109-25 |
109-25 |
109-27 |
S1 |
109-17 |
109-17 |
109-30 |
109-21 |
S2 |
109-02 |
109-02 |
109-28 |
|
S3 |
108-11 |
108-26 |
109-26 |
|
S4 |
107-20 |
108-03 |
109-19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-22 |
109-31 |
0-23 |
0.6% |
0-00 |
0.0% |
100% |
True |
False |
|
10 |
110-22 |
109-10 |
1-12 |
1.2% |
0-00 |
0.0% |
100% |
True |
False |
|
20 |
112-02 |
109-10 |
2-24 |
2.5% |
0-00 |
0.0% |
50% |
False |
False |
1 |
40 |
114-00 |
109-10 |
4-22 |
4.2% |
0-05 |
0.1% |
29% |
False |
False |
2 |
60 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
26% |
False |
False |
2 |
80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
26% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-22 |
2.618 |
110-22 |
1.618 |
110-22 |
1.000 |
110-22 |
0.618 |
110-22 |
HIGH |
110-22 |
0.618 |
110-22 |
0.500 |
110-22 |
0.382 |
110-22 |
LOW |
110-22 |
0.618 |
110-22 |
1.000 |
110-22 |
1.618 |
110-22 |
2.618 |
110-22 |
4.250 |
110-22 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
110-22 |
110-18 |
PP |
110-22 |
110-15 |
S1 |
110-22 |
110-11 |
|