ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 02-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-09 |
110-03 |
-0-06 |
-0.2% |
109-18 |
| High |
110-27 |
110-17 |
-0-10 |
-0.3% |
110-27 |
| Low |
109-30 |
109-28 |
-0-02 |
-0.1% |
109-07 |
| Close |
110-02 |
110-03 |
0-01 |
0.0% |
110-03 |
| Range |
0-29 |
0-21 |
-0-08 |
-27.6% |
1-20 |
| ATR |
0-22 |
0-22 |
0-00 |
-0.3% |
0-00 |
| Volume |
539,740 |
405,672 |
-134,068 |
-24.8% |
1,971,423 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-04 |
111-25 |
110-15 |
|
| R3 |
111-15 |
111-04 |
110-09 |
|
| R2 |
110-26 |
110-26 |
110-07 |
|
| R1 |
110-15 |
110-15 |
110-05 |
110-14 |
| PP |
110-05 |
110-05 |
110-05 |
110-05 |
| S1 |
109-26 |
109-26 |
110-01 |
109-24 |
| S2 |
109-16 |
109-16 |
109-31 |
|
| S3 |
108-27 |
109-05 |
109-29 |
|
| S4 |
108-06 |
108-16 |
109-23 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-30 |
114-04 |
111-00 |
|
| R3 |
113-10 |
112-16 |
110-17 |
|
| R2 |
111-22 |
111-22 |
110-13 |
|
| R1 |
110-28 |
110-28 |
110-08 |
111-09 |
| PP |
110-02 |
110-02 |
110-02 |
110-08 |
| S1 |
109-08 |
109-08 |
109-30 |
109-21 |
| S2 |
108-14 |
108-14 |
109-25 |
|
| S3 |
106-26 |
107-20 |
109-21 |
|
| S4 |
105-06 |
106-00 |
109-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-27 |
109-07 |
1-20 |
1.5% |
0-22 |
0.6% |
54% |
False |
False |
394,284 |
| 10 |
111-02 |
109-06 |
1-28 |
1.7% |
0-21 |
0.6% |
48% |
False |
False |
369,250 |
| 20 |
112-28 |
109-06 |
3-22 |
3.3% |
0-21 |
0.6% |
25% |
False |
False |
316,462 |
| 40 |
114-16 |
109-06 |
5-10 |
4.8% |
0-22 |
0.6% |
17% |
False |
False |
285,236 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-23 |
0.6% |
16% |
False |
False |
232,598 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-21 |
0.6% |
16% |
False |
False |
174,651 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-19 |
0.5% |
16% |
False |
False |
139,765 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-17 |
0.5% |
29% |
False |
False |
116,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-10 |
|
2.618 |
112-08 |
|
1.618 |
111-19 |
|
1.000 |
111-06 |
|
0.618 |
110-30 |
|
HIGH |
110-17 |
|
0.618 |
110-09 |
|
0.500 |
110-06 |
|
0.382 |
110-04 |
|
LOW |
109-28 |
|
0.618 |
109-15 |
|
1.000 |
109-07 |
|
1.618 |
108-26 |
|
2.618 |
108-05 |
|
4.250 |
107-03 |
|
|
| Fisher Pivots for day following 02-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-06 |
110-02 |
| PP |
110-05 |
110-02 |
| S1 |
110-04 |
110-01 |
|