ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
111-09 |
111-15 |
0-06 |
0.2% |
110-17 |
High |
111-27 |
111-22 |
-0-05 |
-0.1% |
111-27 |
Low |
111-08 |
111-07 |
-0-01 |
0.0% |
110-02 |
Close |
111-16 |
111-20 |
0-04 |
0.1% |
111-16 |
Range |
0-19 |
0-15 |
-0-04 |
-21.1% |
1-25 |
ATR |
0-21 |
0-20 |
0-00 |
-2.0% |
0-00 |
Volume |
414,100 |
300,667 |
-113,433 |
-27.4% |
1,797,758 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-29 |
112-24 |
111-28 |
|
R3 |
112-14 |
112-09 |
111-24 |
|
R2 |
111-31 |
111-31 |
111-23 |
|
R1 |
111-26 |
111-26 |
111-21 |
111-28 |
PP |
111-16 |
111-16 |
111-16 |
111-18 |
S1 |
111-11 |
111-11 |
111-19 |
111-14 |
S2 |
111-01 |
111-01 |
111-17 |
|
S3 |
110-18 |
110-28 |
111-16 |
|
S4 |
110-03 |
110-13 |
111-12 |
|
|
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% |
0-21 |
0.6% |
88% |
False |
False |
372,698 |
10 |
111-27 |
110-02 |
1-25 |
1.6% |
0-20 |
0.5% |
88% |
False |
False |
364,463 |
20 |
111-27 |
109-06 |
2-21 |
2.4% |
0-20 |
0.6% |
92% |
False |
False |
363,114 |
40 |
113-06 |
109-06 |
4-00 |
3.6% |
0-21 |
0.6% |
61% |
False |
False |
292,362 |
60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
42% |
False |
False |
293,089 |
80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
42% |
False |
False |
221,589 |
100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-20 |
0.6% |
42% |
False |
False |
177,358 |
120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-18 |
0.5% |
42% |
False |
False |
147,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-22 |
2.618 |
112-29 |
1.618 |
112-14 |
1.000 |
112-05 |
0.618 |
111-31 |
HIGH |
111-22 |
0.618 |
111-16 |
0.500 |
111-14 |
0.382 |
111-13 |
LOW |
111-07 |
0.618 |
110-30 |
1.000 |
110-24 |
1.618 |
110-15 |
2.618 |
110-00 |
4.250 |
109-07 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-18 |
111-17 |
PP |
111-16 |
111-13 |
S1 |
111-14 |
111-10 |
|