ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
112-04 |
112-00 |
-0-04 |
-0.1% |
111-19 |
High |
112-04 |
112-00 |
-0-04 |
-0.1% |
112-23 |
Low |
111-27 |
112-00 |
0-05 |
0.1% |
111-08 |
Close |
112-02 |
112-02 |
0-00 |
0.0% |
112-03 |
Range |
0-09 |
0-00 |
-0-09 |
-100.0% |
1-15 |
ATR |
0-17 |
0-16 |
-0-01 |
-6.3% |
0-00 |
Volume |
207 |
184 |
-23 |
-11.1% |
1,201 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-01 |
112-01 |
112-02 |
|
R3 |
112-01 |
112-01 |
112-02 |
|
R2 |
112-01 |
112-01 |
112-02 |
|
R1 |
112-01 |
112-01 |
112-02 |
112-01 |
PP |
112-01 |
112-01 |
112-01 |
112-00 |
S1 |
112-01 |
112-01 |
112-02 |
112-01 |
S2 |
112-01 |
112-01 |
112-02 |
|
S3 |
112-01 |
112-01 |
112-02 |
|
S4 |
112-01 |
112-01 |
112-02 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-14 |
115-23 |
112-29 |
|
R3 |
114-31 |
114-08 |
112-16 |
|
R2 |
113-16 |
113-16 |
112-12 |
|
R1 |
112-25 |
112-25 |
112-07 |
113-04 |
PP |
112-01 |
112-01 |
112-01 |
112-06 |
S1 |
111-10 |
111-10 |
111-31 |
111-22 |
S2 |
110-18 |
110-18 |
111-26 |
|
S3 |
109-03 |
109-27 |
111-22 |
|
S4 |
107-20 |
108-12 |
111-09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-23 |
111-08 |
1-15 |
1.3% |
0-19 |
0.5% |
55% |
False |
False |
318 |
10 |
112-23 |
111-06 |
1-17 |
1.4% |
0-14 |
0.4% |
57% |
False |
False |
199 |
20 |
114-00 |
111-06 |
2-26 |
2.5% |
0-13 |
0.4% |
31% |
False |
False |
115 |
40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-09 |
0.3% |
25% |
False |
False |
64 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
44% |
False |
False |
43 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
44% |
False |
False |
33 |
100 |
114-22 |
109-23 |
4-31 |
4.4% |
0-06 |
0.2% |
47% |
False |
False |
26 |
120 |
114-22 |
107-16 |
7-06 |
6.4% |
0-05 |
0.1% |
63% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-00 |
2.618 |
112-00 |
1.618 |
112-00 |
1.000 |
112-00 |
0.618 |
112-00 |
HIGH |
112-00 |
0.618 |
112-00 |
0.500 |
112-00 |
0.382 |
112-00 |
LOW |
112-00 |
0.618 |
112-00 |
1.000 |
112-00 |
1.618 |
112-00 |
2.618 |
112-00 |
4.250 |
112-00 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
112-01 |
112-01 |
PP |
112-01 |
112-00 |
S1 |
112-00 |
112-00 |
|