ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
111-01 |
111-20 |
0-19 |
0.5% |
111-15 |
| High |
111-27 |
112-10 |
0-15 |
0.4% |
111-27 |
| Low |
110-30 |
111-19 |
0-21 |
0.6% |
110-28 |
| Close |
111-20 |
112-06 |
0-18 |
0.5% |
111-20 |
| Range |
0-29 |
0-23 |
-0-06 |
-20.7% |
0-31 |
| ATR |
0-21 |
0-21 |
0-00 |
0.7% |
0-00 |
| Volume |
473,373 |
534,455 |
61,082 |
12.9% |
1,431,123 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-06 |
113-29 |
112-19 |
|
| R3 |
113-15 |
113-06 |
112-12 |
|
| R2 |
112-24 |
112-24 |
112-10 |
|
| R1 |
112-15 |
112-15 |
112-08 |
112-20 |
| PP |
112-01 |
112-01 |
112-01 |
112-03 |
| S1 |
111-24 |
111-24 |
112-04 |
111-28 |
| S2 |
111-10 |
111-10 |
112-02 |
|
| S3 |
110-19 |
111-01 |
112-00 |
|
| S4 |
109-28 |
110-10 |
111-25 |
|
|
| 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 |
112-10 |
110-28 |
1-14 |
1.3% |
0-21 |
0.6% |
91% |
True |
False |
393,115 |
| 10 |
112-10 |
110-02 |
2-08 |
2.0% |
0-21 |
0.6% |
94% |
True |
False |
376,333 |
| 20 |
112-10 |
109-07 |
3-03 |
2.8% |
0-21 |
0.6% |
96% |
True |
False |
369,847 |
| 40 |
112-28 |
109-06 |
3-22 |
3.3% |
0-21 |
0.6% |
81% |
False |
False |
319,111 |
| 60 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
52% |
False |
False |
313,056 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-22 |
0.6% |
52% |
False |
False |
242,358 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
52% |
False |
False |
193,991 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-19 |
0.5% |
52% |
False |
False |
161,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-12 |
|
2.618 |
114-06 |
|
1.618 |
113-15 |
|
1.000 |
113-01 |
|
0.618 |
112-24 |
|
HIGH |
112-10 |
|
0.618 |
112-01 |
|
0.500 |
111-30 |
|
0.382 |
111-28 |
|
LOW |
111-19 |
|
0.618 |
111-05 |
|
1.000 |
110-28 |
|
1.618 |
110-14 |
|
2.618 |
109-23 |
|
4.250 |
108-17 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-04 |
112-00 |
| PP |
112-01 |
111-25 |
| S1 |
111-30 |
111-19 |
|