ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-04 |
110-11 |
0-07 |
0.2% |
109-18 |
| High |
110-14 |
110-28 |
0-14 |
0.4% |
110-27 |
| Low |
110-02 |
110-02 |
0-00 |
0.0% |
109-07 |
| Close |
110-10 |
110-25 |
0-15 |
0.4% |
110-03 |
| Range |
0-12 |
0-26 |
0-14 |
116.7% |
1-20 |
| ATR |
0-21 |
0-21 |
0-00 |
1.6% |
0-00 |
| Volume |
115,978 |
385,234 |
269,256 |
232.2% |
1,971,423 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-00 |
112-23 |
111-07 |
|
| R3 |
112-06 |
111-29 |
111-00 |
|
| R2 |
111-12 |
111-12 |
110-30 |
|
| R1 |
111-03 |
111-03 |
110-27 |
111-08 |
| PP |
110-18 |
110-18 |
110-18 |
110-21 |
| S1 |
110-09 |
110-09 |
110-23 |
110-14 |
| S2 |
109-24 |
109-24 |
110-20 |
|
| S3 |
108-30 |
109-15 |
110-18 |
|
| S4 |
108-04 |
108-21 |
110-11 |
|
|
| 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 |
110-28 |
109-07 |
1-21 |
1.5% |
0-25 |
0.7% |
94% |
True |
False |
399,690 |
| 10 |
110-28 |
109-06 |
1-22 |
1.5% |
0-21 |
0.6% |
94% |
True |
False |
358,091 |
| 20 |
112-10 |
109-06 |
3-04 |
2.8% |
0-21 |
0.6% |
51% |
False |
False |
309,824 |
| 40 |
114-06 |
109-06 |
5-00 |
4.5% |
0-22 |
0.6% |
32% |
False |
False |
282,610 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-23 |
0.6% |
28% |
False |
False |
240,930 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-21 |
0.6% |
28% |
False |
False |
180,899 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-19 |
0.5% |
28% |
False |
False |
144,777 |
| 120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-17 |
0.5% |
28% |
False |
False |
120,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-10 |
|
2.618 |
113-00 |
|
1.618 |
112-06 |
|
1.000 |
111-22 |
|
0.618 |
111-12 |
|
HIGH |
110-28 |
|
0.618 |
110-18 |
|
0.500 |
110-15 |
|
0.382 |
110-12 |
|
LOW |
110-02 |
|
0.618 |
109-18 |
|
1.000 |
109-08 |
|
1.618 |
108-24 |
|
2.618 |
107-30 |
|
4.250 |
106-20 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-22 |
110-21 |
| PP |
110-18 |
110-16 |
| S1 |
110-15 |
110-12 |
|