ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
111-15 |
111-20 |
0-05 |
0.1% |
110-17 |
High |
111-22 |
111-25 |
0-03 |
0.1% |
111-27 |
Low |
111-07 |
111-04 |
-0-03 |
-0.1% |
110-02 |
Close |
111-20 |
111-15 |
-0-05 |
-0.1% |
111-16 |
Range |
0-15 |
0-21 |
0-06 |
40.0% |
1-25 |
ATR |
0-20 |
0-20 |
0-00 |
0.2% |
0-00 |
Volume |
300,667 |
235,484 |
-65,183 |
-21.7% |
1,797,758 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-14 |
113-03 |
111-27 |
|
R3 |
112-25 |
112-14 |
111-21 |
|
R2 |
112-04 |
112-04 |
111-19 |
|
R1 |
111-25 |
111-25 |
111-17 |
111-20 |
PP |
111-15 |
111-15 |
111-15 |
111-12 |
S1 |
111-04 |
111-04 |
111-13 |
110-31 |
S2 |
110-26 |
110-26 |
111-11 |
|
S3 |
110-05 |
110-15 |
111-09 |
|
S4 |
109-16 |
109-26 |
111-03 |
|
|
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 |
110-05 |
1-22 |
1.5% |
0-22 |
0.6% |
78% |
False |
False |
363,149 |
10 |
111-27 |
110-02 |
1-25 |
1.6% |
0-19 |
0.5% |
79% |
False |
False |
349,488 |
20 |
111-27 |
109-06 |
2-21 |
2.4% |
0-20 |
0.6% |
86% |
False |
False |
353,790 |
40 |
113-03 |
109-06 |
3-29 |
3.5% |
0-21 |
0.6% |
58% |
False |
False |
293,009 |
60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
40% |
False |
False |
296,417 |
80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
40% |
False |
False |
224,528 |
100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-20 |
0.6% |
40% |
False |
False |
179,707 |
120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-18 |
0.5% |
40% |
False |
False |
149,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-18 |
2.618 |
113-16 |
1.618 |
112-27 |
1.000 |
112-14 |
0.618 |
112-06 |
HIGH |
111-25 |
0.618 |
111-17 |
0.500 |
111-14 |
0.382 |
111-12 |
LOW |
111-04 |
0.618 |
110-23 |
1.000 |
110-15 |
1.618 |
110-02 |
2.618 |
109-13 |
4.250 |
108-11 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-15 |
111-16 |
PP |
111-15 |
111-15 |
S1 |
111-14 |
111-15 |
|