ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
111-19 |
112-02 |
0-15 |
0.4% |
112-13 |
High |
111-19 |
112-05 |
0-18 |
0.5% |
112-13 |
Low |
111-19 |
111-17 |
-0-02 |
-0.1% |
111-06 |
Close |
111-21 |
111-28 |
0-07 |
0.2% |
111-12 |
Range |
0-00 |
0-20 |
0-20 |
|
1-07 |
ATR |
0-14 |
0-15 |
0-00 |
2.8% |
0-00 |
Volume |
1 |
584 |
583 |
58,300.0% |
399 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-23 |
113-14 |
112-07 |
|
R3 |
113-03 |
112-26 |
112-02 |
|
R2 |
112-15 |
112-15 |
112-00 |
|
R1 |
112-06 |
112-06 |
111-30 |
112-00 |
PP |
111-27 |
111-27 |
111-27 |
111-25 |
S1 |
111-18 |
111-18 |
111-26 |
111-12 |
S2 |
111-07 |
111-07 |
111-24 |
|
S3 |
110-19 |
110-30 |
111-22 |
|
S4 |
109-31 |
110-10 |
111-17 |
|
|
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 |
112-10 |
111-06 |
1-04 |
1.0% |
0-12 |
0.3% |
61% |
False |
False |
187 |
10 |
112-30 |
111-06 |
1-24 |
1.6% |
0-12 |
0.3% |
39% |
False |
False |
119 |
20 |
114-22 |
111-06 |
3-16 |
3.1% |
0-11 |
0.3% |
20% |
False |
False |
69 |
40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-08 |
0.2% |
20% |
False |
False |
39 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
40% |
False |
False |
26 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
40% |
False |
False |
20 |
100 |
114-22 |
108-01 |
6-21 |
5.9% |
0-05 |
0.1% |
58% |
False |
False |
16 |
120 |
114-22 |
106-25 |
7-29 |
7.1% |
0-04 |
0.1% |
64% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-26 |
2.618 |
113-25 |
1.618 |
113-05 |
1.000 |
112-25 |
0.618 |
112-17 |
HIGH |
112-05 |
0.618 |
111-29 |
0.500 |
111-27 |
0.382 |
111-25 |
LOW |
111-17 |
0.618 |
111-05 |
1.000 |
110-29 |
1.618 |
110-17 |
2.618 |
109-29 |
4.250 |
108-28 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
111-28 |
111-26 |
PP |
111-27 |
111-24 |
S1 |
111-27 |
111-22 |
|