ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
110-28 |
111-09 |
0-13 |
0.4% |
110-17 |
| High |
111-17 |
111-27 |
0-10 |
0.3% |
111-27 |
| Low |
110-25 |
111-08 |
0-15 |
0.4% |
110-02 |
| Close |
111-10 |
111-16 |
0-06 |
0.2% |
111-16 |
| Range |
0-24 |
0-19 |
-0-05 |
-20.8% |
1-25 |
| ATR |
0-21 |
0-21 |
0-00 |
-0.7% |
0-00 |
| Volume |
432,749 |
414,100 |
-18,649 |
-4.3% |
1,797,758 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-10 |
113-00 |
111-26 |
|
| R3 |
112-23 |
112-13 |
111-21 |
|
| R2 |
112-04 |
112-04 |
111-19 |
|
| R1 |
111-26 |
111-26 |
111-18 |
111-31 |
| PP |
111-17 |
111-17 |
111-17 |
111-20 |
| S1 |
111-07 |
111-07 |
111-14 |
111-12 |
| S2 |
110-30 |
110-30 |
111-13 |
|
| S3 |
110-11 |
110-20 |
111-11 |
|
| S4 |
109-24 |
110-01 |
111-06 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-15 |
115-25 |
112-15 |
|
| R3 |
114-22 |
114-00 |
112-00 |
|
| R2 |
112-29 |
112-29 |
111-26 |
|
| R1 |
112-07 |
112-07 |
111-21 |
112-18 |
| PP |
111-04 |
111-04 |
111-04 |
111-10 |
| S1 |
110-14 |
110-14 |
111-11 |
110-25 |
| S2 |
109-11 |
109-11 |
111-06 |
|
| S3 |
107-18 |
108-21 |
111-00 |
|
| S4 |
105-25 |
106-28 |
110-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-27 |
110-02 |
1-25 |
1.6% |
0-20 |
0.6% |
81% |
True |
False |
359,551 |
| 10 |
111-27 |
110-02 |
1-25 |
1.6% |
0-19 |
0.5% |
81% |
True |
False |
345,994 |
| 20 |
111-27 |
109-06 |
2-21 |
2.4% |
0-20 |
0.6% |
87% |
True |
False |
357,622 |
| 40 |
113-06 |
109-06 |
4-00 |
3.6% |
0-21 |
0.6% |
58% |
False |
False |
287,433 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
40% |
False |
False |
288,954 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
40% |
False |
False |
217,834 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-20 |
0.6% |
40% |
False |
False |
174,356 |
| 120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-18 |
0.5% |
40% |
False |
False |
145,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-12 |
|
2.618 |
113-13 |
|
1.618 |
112-26 |
|
1.000 |
112-14 |
|
0.618 |
112-07 |
|
HIGH |
111-27 |
|
0.618 |
111-20 |
|
0.500 |
111-18 |
|
0.382 |
111-15 |
|
LOW |
111-08 |
|
0.618 |
110-28 |
|
1.000 |
110-21 |
|
1.618 |
110-09 |
|
2.618 |
109-22 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-18 |
111-11 |
| PP |
111-17 |
111-05 |
| S1 |
111-16 |
111-00 |
|