ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
113-02 |
112-24 |
-0-10 |
-0.3% |
111-16 |
High |
113-26 |
112-28 |
-0-30 |
-0.8% |
111-22 |
Low |
113-02 |
112-24 |
-0-10 |
-0.3% |
111-03 |
Close |
113-12 |
112-30 |
-0-14 |
-0.4% |
111-18 |
Range |
0-24 |
0-04 |
-0-20 |
-83.3% |
0-19 |
ATR |
0-13 |
0-14 |
0-00 |
3.6% |
0-00 |
Volume |
27 |
32 |
5 |
18.5% |
45 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-07 |
113-07 |
113-00 |
|
R3 |
113-03 |
113-03 |
112-31 |
|
R2 |
112-31 |
112-31 |
112-31 |
|
R1 |
112-31 |
112-31 |
112-30 |
112-31 |
PP |
112-27 |
112-27 |
112-27 |
112-28 |
S1 |
112-27 |
112-27 |
112-30 |
112-27 |
S2 |
112-23 |
112-23 |
112-29 |
|
S3 |
112-19 |
112-23 |
112-29 |
|
S4 |
112-15 |
112-19 |
112-28 |
|
|
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% |
0-08 |
0.2% |
68% |
False |
False |
17 |
10 |
113-26 |
110-21 |
3-05 |
2.8% |
0-05 |
0.1% |
72% |
False |
False |
12 |
20 |
113-26 |
109-31 |
3-27 |
3.4% |
0-02 |
0.1% |
77% |
False |
False |
6 |
40 |
113-26 |
109-10 |
4-16 |
4.0% |
0-01 |
0.0% |
81% |
False |
False |
3 |
60 |
114-18 |
109-10 |
5-08 |
4.6% |
0-04 |
0.1% |
69% |
False |
False |
3 |
80 |
114-18 |
109-10 |
5-08 |
4.6% |
0-03 |
0.1% |
69% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-13 |
2.618 |
113-06 |
1.618 |
113-02 |
1.000 |
113-00 |
0.618 |
112-30 |
HIGH |
112-28 |
0.618 |
112-26 |
0.500 |
112-26 |
0.382 |
112-26 |
LOW |
112-24 |
0.618 |
112-22 |
1.000 |
112-20 |
1.618 |
112-18 |
2.618 |
112-14 |
4.250 |
112-07 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
112-29 |
112-28 |
PP |
112-27 |
112-26 |
S1 |
112-26 |
112-24 |
|