ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
112-00 |
111-20 |
-0-12 |
-0.3% |
111-19 |
High |
112-00 |
111-20 |
-0-12 |
-0.3% |
112-23 |
Low |
112-00 |
111-20 |
-0-12 |
-0.3% |
111-08 |
Close |
112-02 |
111-24 |
-0-10 |
-0.3% |
112-03 |
Range |
|
|
|
|
|
ATR |
0-16 |
0-16 |
0-00 |
-0.8% |
0-00 |
Volume |
184 |
82 |
-102 |
-55.4% |
1,201 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-21 |
111-23 |
111-24 |
|
R3 |
111-21 |
111-23 |
111-24 |
|
R2 |
111-21 |
111-21 |
111-24 |
|
R1 |
111-23 |
111-23 |
111-24 |
111-22 |
PP |
111-21 |
111-21 |
111-21 |
111-21 |
S1 |
111-23 |
111-23 |
111-24 |
111-22 |
S2 |
111-21 |
111-21 |
111-24 |
|
S3 |
111-21 |
111-23 |
111-24 |
|
S4 |
111-21 |
111-23 |
111-24 |
|
|
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% |
0-15 |
0.4% |
34% |
False |
False |
217 |
10 |
112-23 |
111-06 |
1-17 |
1.4% |
0-14 |
0.4% |
37% |
False |
False |
202 |
20 |
114-00 |
111-06 |
2-26 |
2.5% |
0-13 |
0.4% |
20% |
False |
False |
119 |
40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-09 |
0.3% |
16% |
False |
False |
66 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
37% |
False |
False |
44 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
37% |
False |
False |
34 |
100 |
114-22 |
109-28 |
4-26 |
4.3% |
0-06 |
0.2% |
39% |
False |
False |
27 |
120 |
114-22 |
107-16 |
7-06 |
6.4% |
0-05 |
0.1% |
59% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-20 |
2.618 |
111-20 |
1.618 |
111-20 |
1.000 |
111-20 |
0.618 |
111-20 |
HIGH |
111-20 |
0.618 |
111-20 |
0.500 |
111-20 |
0.382 |
111-20 |
LOW |
111-20 |
0.618 |
111-20 |
1.000 |
111-20 |
1.618 |
111-20 |
2.618 |
111-20 |
4.250 |
111-20 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
111-23 |
111-28 |
PP |
111-21 |
111-27 |
S1 |
111-20 |
111-25 |
|