ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
112-07 |
113-14 |
1-07 |
1.1% |
111-15 |
| High |
114-04 |
113-15 |
-0-21 |
-0.6% |
111-27 |
| Low |
112-05 |
112-21 |
0-16 |
0.4% |
110-28 |
| Close |
113-13 |
113-00 |
-0-13 |
-0.4% |
111-20 |
| Range |
1-31 |
0-26 |
-1-05 |
-58.7% |
0-31 |
| ATR |
0-24 |
0-24 |
0-00 |
0.6% |
0-00 |
| Volume |
507,581 |
857,405 |
349,824 |
68.9% |
1,431,123 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
115-02 |
113-14 |
|
| R3 |
114-21 |
114-08 |
113-07 |
|
| R2 |
113-27 |
113-27 |
113-05 |
|
| R1 |
113-14 |
113-14 |
113-02 |
113-08 |
| PP |
113-01 |
113-01 |
113-01 |
112-30 |
| S1 |
112-20 |
112-20 |
112-30 |
112-14 |
| S2 |
112-07 |
112-07 |
112-27 |
|
| S3 |
111-13 |
111-26 |
112-25 |
|
| S4 |
110-19 |
111-00 |
112-18 |
|
|
| 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 |
114-04 |
110-28 |
3-08 |
2.9% |
1-00 |
0.9% |
65% |
False |
False |
558,882 |
| 10 |
114-04 |
110-05 |
3-31 |
3.5% |
0-27 |
0.7% |
72% |
False |
False |
461,016 |
| 20 |
114-04 |
109-07 |
4-29 |
4.3% |
0-24 |
0.7% |
77% |
False |
False |
414,387 |
| 40 |
114-04 |
109-06 |
4-30 |
4.4% |
0-22 |
0.6% |
77% |
False |
False |
346,477 |
| 60 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
66% |
False |
False |
324,052 |
| 80 |
114-30 |
109-06 |
5-24 |
5.1% |
0-23 |
0.6% |
66% |
False |
False |
259,361 |
| 100 |
114-30 |
109-06 |
5-24 |
5.1% |
0-21 |
0.6% |
66% |
False |
False |
207,636 |
| 120 |
114-30 |
109-06 |
5-24 |
5.1% |
0-19 |
0.5% |
66% |
False |
False |
173,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-30 |
|
2.618 |
115-19 |
|
1.618 |
114-25 |
|
1.000 |
114-09 |
|
0.618 |
113-31 |
|
HIGH |
113-15 |
|
0.618 |
113-05 |
|
0.500 |
113-02 |
|
0.382 |
112-31 |
|
LOW |
112-21 |
|
0.618 |
112-05 |
|
1.000 |
111-27 |
|
1.618 |
111-11 |
|
2.618 |
110-17 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
113-02 |
112-30 |
| PP |
113-01 |
112-29 |
| S1 |
113-01 |
112-28 |
|