ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
111-05 |
111-03 |
-0-02 |
-0.1% |
110-07 |
High |
111-11 |
111-03 |
-0-08 |
-0.2% |
111-08 |
Low |
111-05 |
111-03 |
-0-02 |
-0.1% |
110-03 |
Close |
111-13 |
111-00 |
-0-13 |
-0.4% |
111-14 |
Range |
0-06 |
0-00 |
-0-06 |
-100.0% |
1-05 |
ATR |
0-10 |
0-10 |
0-00 |
0.3% |
0-00 |
Volume |
16 |
5 |
-11 |
-68.8% |
11 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-02 |
111-01 |
111-00 |
|
R3 |
111-02 |
111-01 |
111-00 |
|
R2 |
111-02 |
111-02 |
111-00 |
|
R1 |
111-01 |
111-01 |
111-00 |
111-02 |
PP |
111-02 |
111-02 |
111-02 |
111-02 |
S1 |
111-01 |
111-01 |
111-00 |
111-02 |
S2 |
111-02 |
111-02 |
111-00 |
|
S3 |
111-02 |
111-01 |
111-00 |
|
S4 |
111-02 |
111-01 |
111-00 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-13 |
114-02 |
112-02 |
|
R3 |
113-08 |
112-29 |
111-24 |
|
R2 |
112-03 |
112-03 |
111-21 |
|
R1 |
111-24 |
111-24 |
111-17 |
111-30 |
PP |
110-30 |
110-30 |
110-30 |
111-00 |
S1 |
110-19 |
110-19 |
111-11 |
110-24 |
S2 |
109-25 |
109-25 |
111-07 |
|
S3 |
108-20 |
109-14 |
111-04 |
|
S4 |
107-15 |
108-09 |
110-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-16 |
110-31 |
0-17 |
0.5% |
0-01 |
0.0% |
6% |
False |
False |
7 |
10 |
111-16 |
110-03 |
1-13 |
1.3% |
0-01 |
0.0% |
64% |
False |
False |
4 |
20 |
111-16 |
109-10 |
2-06 |
2.0% |
0-00 |
0.0% |
77% |
False |
False |
2 |
40 |
112-14 |
109-10 |
3-04 |
2.8% |
0-00 |
0.0% |
54% |
False |
False |
1 |
60 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
32% |
False |
False |
2 |
80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
32% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-03 |
2.618 |
111-03 |
1.618 |
111-03 |
1.000 |
111-03 |
0.618 |
111-03 |
HIGH |
111-03 |
0.618 |
111-03 |
0.500 |
111-03 |
0.382 |
111-03 |
LOW |
111-03 |
0.618 |
111-03 |
1.000 |
111-03 |
1.618 |
111-03 |
2.618 |
111-03 |
4.250 |
111-03 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-03 |
111-10 |
PP |
111-02 |
111-06 |
S1 |
111-01 |
111-03 |
|