ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
111-20 |
111-13 |
-0-07 |
-0.2% |
111-19 |
High |
111-20 |
111-13 |
-0-07 |
-0.2% |
112-23 |
Low |
111-20 |
110-30 |
-0-22 |
-0.6% |
111-08 |
Close |
111-24 |
111-03 |
-0-21 |
-0.6% |
112-03 |
Range |
0-00 |
0-15 |
0-15 |
|
1-15 |
ATR |
0-16 |
0-16 |
0-01 |
4.7% |
0-00 |
Volume |
82 |
6 |
-76 |
-92.7% |
1,201 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-18 |
112-09 |
111-11 |
|
R3 |
112-03 |
111-26 |
111-07 |
|
R2 |
111-20 |
111-20 |
111-06 |
|
R1 |
111-11 |
111-11 |
111-04 |
111-08 |
PP |
111-05 |
111-05 |
111-05 |
111-03 |
S1 |
110-28 |
110-28 |
111-02 |
110-25 |
S2 |
110-22 |
110-22 |
111-00 |
|
S3 |
110-07 |
110-13 |
110-31 |
|
S4 |
109-24 |
109-30 |
110-27 |
|
|
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 |
110-30 |
1-25 |
1.6% |
0-14 |
0.4% |
9% |
False |
True |
181 |
10 |
112-23 |
110-30 |
1-25 |
1.6% |
0-13 |
0.4% |
9% |
False |
True |
201 |
20 |
114-00 |
110-30 |
3-02 |
2.8% |
0-14 |
0.4% |
5% |
False |
True |
119 |
40 |
114-22 |
110-30 |
3-24 |
3.4% |
0-10 |
0.3% |
4% |
False |
True |
66 |
60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
23% |
False |
False |
44 |
80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
23% |
False |
False |
34 |
100 |
114-22 |
109-28 |
4-26 |
4.3% |
0-06 |
0.2% |
25% |
False |
False |
27 |
120 |
114-22 |
107-16 |
7-06 |
6.5% |
0-05 |
0.1% |
50% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-13 |
2.618 |
112-20 |
1.618 |
112-05 |
1.000 |
111-28 |
0.618 |
111-22 |
HIGH |
111-13 |
0.618 |
111-07 |
0.500 |
111-06 |
0.382 |
111-04 |
LOW |
110-30 |
0.618 |
110-21 |
1.000 |
110-15 |
1.618 |
110-06 |
2.618 |
109-23 |
4.250 |
108-30 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
111-06 |
111-15 |
PP |
111-05 |
111-11 |
S1 |
111-04 |
111-07 |
|