ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
111-15 |
111-01 |
-0-14 |
-0.4% |
111-15 |
High |
111-15 |
111-27 |
0-12 |
0.3% |
111-27 |
Low |
110-28 |
110-30 |
0-02 |
0.1% |
110-28 |
Close |
111-02 |
111-20 |
0-18 |
0.5% |
111-20 |
Range |
0-19 |
0-29 |
0-10 |
52.6% |
0-31 |
ATR |
0-20 |
0-21 |
0-01 |
3.1% |
0-00 |
Volume |
421,599 |
473,373 |
51,774 |
12.3% |
1,431,123 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-06 |
113-26 |
112-04 |
|
R3 |
113-09 |
112-29 |
111-28 |
|
R2 |
112-12 |
112-12 |
111-25 |
|
R1 |
112-00 |
112-00 |
111-23 |
112-06 |
PP |
111-15 |
111-15 |
111-15 |
111-18 |
S1 |
111-03 |
111-03 |
111-17 |
111-09 |
S2 |
110-18 |
110-18 |
111-15 |
|
S3 |
109-21 |
110-06 |
111-12 |
|
S4 |
108-24 |
109-09 |
111-04 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-11 |
113-31 |
112-05 |
|
R3 |
113-12 |
113-00 |
111-29 |
|
R2 |
112-13 |
112-13 |
111-26 |
|
R1 |
112-01 |
112-01 |
111-23 |
112-07 |
PP |
111-14 |
111-14 |
111-14 |
111-18 |
S1 |
111-02 |
111-02 |
111-17 |
111-08 |
S2 |
110-15 |
110-15 |
111-14 |
|
S3 |
109-16 |
110-03 |
111-11 |
|
S4 |
108-17 |
109-04 |
111-03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-27 |
110-28 |
0-31 |
0.9% |
0-21 |
0.6% |
77% |
True |
False |
369,044 |
10 |
111-27 |
110-02 |
1-25 |
1.6% |
0-21 |
0.6% |
88% |
True |
False |
361,926 |
20 |
111-27 |
109-06 |
2-21 |
2.4% |
0-20 |
0.6% |
92% |
True |
False |
363,222 |
40 |
112-28 |
109-06 |
3-22 |
3.3% |
0-21 |
0.6% |
66% |
False |
False |
308,732 |
60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
42% |
False |
False |
307,602 |
80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
42% |
False |
False |
235,687 |
100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-20 |
0.6% |
42% |
False |
False |
188,648 |
120 |
114-30 |
109-06 |
5-24 |
5.2% |
0-19 |
0.5% |
42% |
False |
False |
157,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-22 |
2.618 |
114-07 |
1.618 |
113-10 |
1.000 |
112-24 |
0.618 |
112-13 |
HIGH |
111-27 |
0.618 |
111-16 |
0.500 |
111-12 |
0.382 |
111-09 |
LOW |
110-30 |
0.618 |
110-12 |
1.000 |
110-01 |
1.618 |
109-15 |
2.618 |
108-18 |
4.250 |
107-03 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
111-18 |
111-17 |
PP |
111-15 |
111-14 |
S1 |
111-12 |
111-12 |
|