ECBOT 30 Year Treasury Bond Future September 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 |
111-22 |
113-02 |
1-12 |
1.2% |
111-16 |
High |
111-24 |
113-26 |
2-02 |
1.8% |
111-22 |
Low |
111-22 |
113-02 |
1-12 |
1.2% |
111-03 |
Close |
112-05 |
113-12 |
1-07 |
1.1% |
111-18 |
Range |
0-02 |
0-24 |
0-22 |
1,100.0% |
0-19 |
ATR |
0-10 |
0-13 |
0-03 |
29.9% |
0-00 |
Volume |
8 |
27 |
19 |
237.5% |
45 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-21 |
115-09 |
113-25 |
|
R3 |
114-29 |
114-17 |
113-19 |
|
R2 |
114-05 |
114-05 |
113-16 |
|
R1 |
113-25 |
113-25 |
113-14 |
113-31 |
PP |
113-13 |
113-13 |
113-13 |
113-16 |
S1 |
113-01 |
113-01 |
113-10 |
113-07 |
S2 |
112-21 |
112-21 |
113-08 |
|
S3 |
111-29 |
112-09 |
113-05 |
|
S4 |
111-05 |
111-17 |
112-31 |
|
|
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 |
113-26 |
111-03 |
2-23 |
2.4% |
0-09 |
0.2% |
84% |
True |
False |
14 |
10 |
113-26 |
110-03 |
3-23 |
3.3% |
0-04 |
0.1% |
88% |
True |
False |
9 |
20 |
113-26 |
109-13 |
4-13 |
3.9% |
0-02 |
0.1% |
90% |
True |
False |
4 |
40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-01 |
0.0% |
90% |
True |
False |
2 |
60 |
114-18 |
109-10 |
5-08 |
4.6% |
0-04 |
0.1% |
77% |
False |
False |
3 |
80 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
77% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-00 |
2.618 |
115-25 |
1.618 |
115-01 |
1.000 |
114-18 |
0.618 |
114-09 |
HIGH |
113-26 |
0.618 |
113-17 |
0.500 |
113-14 |
0.382 |
113-11 |
LOW |
113-02 |
0.618 |
112-19 |
1.000 |
112-10 |
1.618 |
111-27 |
2.618 |
111-03 |
4.250 |
109-28 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
113-14 |
113-03 |
PP |
113-13 |
112-27 |
S1 |
113-13 |
112-18 |
|