ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 02-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
111-08 |
111-19 |
0-11 |
0.3% |
112-13 |
High |
111-08 |
111-19 |
0-11 |
0.3% |
112-13 |
Low |
111-08 |
111-19 |
0-11 |
0.3% |
111-06 |
Close |
111-12 |
111-21 |
0-09 |
0.3% |
111-12 |
Range |
|
|
|
|
|
ATR |
0-15 |
0-14 |
-0-01 |
-3.8% |
0-00 |
Volume |
29 |
1 |
-28 |
-96.6% |
399 |
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-20 |
111-20 |
111-21 |
|
R3 |
111-20 |
111-20 |
111-21 |
|
R2 |
111-20 |
111-20 |
111-21 |
|
R1 |
111-20 |
111-20 |
111-21 |
111-20 |
PP |
111-20 |
111-20 |
111-20 |
111-20 |
S1 |
111-20 |
111-20 |
111-21 |
111-20 |
S2 |
111-20 |
111-20 |
111-21 |
|
S3 |
111-20 |
111-20 |
111-21 |
|
S4 |
111-20 |
111-20 |
111-21 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-10 |
114-18 |
112-01 |
|
R3 |
114-03 |
113-11 |
111-23 |
|
R2 |
112-28 |
112-28 |
111-19 |
|
R1 |
112-04 |
112-04 |
111-16 |
111-28 |
PP |
111-21 |
111-21 |
111-21 |
111-17 |
S1 |
110-29 |
110-29 |
111-08 |
110-22 |
S2 |
110-14 |
110-14 |
111-05 |
|
S3 |
109-07 |
109-22 |
111-01 |
|
S4 |
108-00 |
108-15 |
110-23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-13 |
111-06 |
1-07 |
1.1% |
0-08 |
0.2% |
38% |
False |
False |
80 |
10 |
112-30 |
111-06 |
1-24 |
1.6% |
0-10 |
0.3% |
27% |
False |
False |
61 |
20 |
114-22 |
111-06 |
3-16 |
3.1% |
0-11 |
0.3% |
13% |
False |
False |
42 |
40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-07 |
0.2% |
13% |
False |
False |
24 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-05 |
0.1% |
35% |
False |
False |
16 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
35% |
False |
False |
13 |
100 |
114-22 |
108-01 |
6-21 |
6.0% |
0-05 |
0.1% |
54% |
False |
False |
10 |
120 |
114-22 |
106-25 |
7-29 |
7.1% |
0-04 |
0.1% |
62% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-19 |
2.618 |
111-19 |
1.618 |
111-19 |
1.000 |
111-19 |
0.618 |
111-19 |
HIGH |
111-19 |
0.618 |
111-19 |
0.500 |
111-19 |
0.382 |
111-19 |
LOW |
111-19 |
0.618 |
111-19 |
1.000 |
111-19 |
1.618 |
111-19 |
2.618 |
111-19 |
4.250 |
111-19 |
|
|
Fisher Pivots for day following 02-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
111-20 |
111-20 |
PP |
111-20 |
111-19 |
S1 |
111-19 |
111-18 |
|