ECBOT 30 Year Treasury Bond Future September 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 |
111-10 |
111-22 |
0-12 |
0.3% |
111-16 |
High |
111-22 |
111-24 |
0-02 |
0.1% |
111-22 |
Low |
111-10 |
111-22 |
0-12 |
0.3% |
111-03 |
Close |
111-18 |
112-05 |
0-19 |
0.5% |
111-18 |
Range |
0-12 |
0-02 |
-0-10 |
-83.3% |
0-19 |
ATR |
0-11 |
0-10 |
0-00 |
-3.1% |
0-00 |
Volume |
14 |
8 |
-6 |
-42.9% |
45 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-02 |
112-05 |
112-06 |
|
R3 |
112-00 |
112-03 |
112-06 |
|
R2 |
111-30 |
111-30 |
112-05 |
|
R1 |
112-01 |
112-01 |
112-05 |
112-00 |
PP |
111-28 |
111-28 |
111-28 |
111-27 |
S1 |
111-31 |
111-31 |
112-05 |
111-30 |
S2 |
111-26 |
111-26 |
112-05 |
|
S3 |
111-24 |
111-29 |
112-04 |
|
S4 |
111-22 |
111-27 |
112-04 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-07 |
113-00 |
111-28 |
|
R3 |
112-20 |
112-13 |
111-23 |
|
R2 |
112-01 |
112-01 |
111-21 |
|
R1 |
111-26 |
111-26 |
111-20 |
111-30 |
PP |
111-14 |
111-14 |
111-14 |
111-16 |
S1 |
111-07 |
111-07 |
111-16 |
111-10 |
S2 |
110-27 |
110-27 |
111-15 |
|
S3 |
110-08 |
110-20 |
111-13 |
|
S4 |
109-21 |
110-01 |
111-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-24 |
111-03 |
0-21 |
0.6% |
0-04 |
0.1% |
162% |
True |
False |
10 |
10 |
111-24 |
110-03 |
1-21 |
1.5% |
0-02 |
0.1% |
125% |
True |
False |
6 |
20 |
111-24 |
109-10 |
2-14 |
2.2% |
0-01 |
0.0% |
117% |
True |
False |
3 |
40 |
112-14 |
109-10 |
3-04 |
2.8% |
0-00 |
0.0% |
91% |
False |
False |
2 |
60 |
114-18 |
109-10 |
5-08 |
4.7% |
0-04 |
0.1% |
54% |
False |
False |
3 |
80 |
114-18 |
109-10 |
5-08 |
4.7% |
0-03 |
0.1% |
54% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-00 |
2.618 |
111-29 |
1.618 |
111-27 |
1.000 |
111-26 |
0.618 |
111-25 |
HIGH |
111-24 |
0.618 |
111-23 |
0.500 |
111-23 |
0.382 |
111-23 |
LOW |
111-22 |
0.618 |
111-21 |
1.000 |
111-20 |
1.618 |
111-19 |
2.618 |
111-17 |
4.250 |
111-14 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
112-00 |
111-29 |
PP |
111-28 |
111-21 |
S1 |
111-23 |
111-14 |
|