ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-11 |
110-25 |
0-14 |
0.4% |
109-18 |
| High |
110-28 |
111-03 |
0-07 |
0.2% |
110-27 |
| Low |
110-02 |
110-19 |
0-17 |
0.5% |
109-07 |
| Close |
110-25 |
110-31 |
0-06 |
0.2% |
110-03 |
| Range |
0-26 |
0-16 |
-0-10 |
-38.5% |
1-20 |
| ATR |
0-21 |
0-21 |
0-00 |
-1.8% |
0-00 |
| Volume |
385,234 |
395,766 |
10,532 |
2.7% |
1,971,423 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-12 |
112-06 |
111-08 |
|
| R3 |
111-28 |
111-22 |
111-03 |
|
| R2 |
111-12 |
111-12 |
111-02 |
|
| R1 |
111-06 |
111-06 |
111-00 |
111-09 |
| PP |
110-28 |
110-28 |
110-28 |
110-30 |
| S1 |
110-22 |
110-22 |
110-30 |
110-25 |
| S2 |
110-12 |
110-12 |
110-28 |
|
| S3 |
109-28 |
110-06 |
110-27 |
|
| S4 |
109-12 |
109-22 |
110-22 |
|
|
| 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 |
111-03 |
109-28 |
1-07 |
1.1% |
0-21 |
0.6% |
90% |
True |
False |
368,478 |
| 10 |
111-03 |
109-06 |
1-29 |
1.7% |
0-21 |
0.6% |
93% |
True |
False |
369,019 |
| 20 |
112-08 |
109-06 |
3-02 |
2.8% |
0-21 |
0.6% |
58% |
False |
False |
317,178 |
| 40 |
114-06 |
109-06 |
5-00 |
4.5% |
0-22 |
0.6% |
36% |
False |
False |
280,211 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-23 |
0.6% |
31% |
False |
False |
247,512 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-21 |
0.6% |
31% |
False |
False |
185,843 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-20 |
0.5% |
31% |
False |
False |
148,734 |
| 120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-17 |
0.5% |
31% |
False |
False |
123,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-07 |
|
2.618 |
112-13 |
|
1.618 |
111-29 |
|
1.000 |
111-19 |
|
0.618 |
111-13 |
|
HIGH |
111-03 |
|
0.618 |
110-29 |
|
0.500 |
110-27 |
|
0.382 |
110-25 |
|
LOW |
110-19 |
|
0.618 |
110-09 |
|
1.000 |
110-03 |
|
1.618 |
109-25 |
|
2.618 |
109-09 |
|
4.250 |
108-15 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-30 |
110-27 |
| PP |
110-28 |
110-23 |
| S1 |
110-27 |
110-18 |
|