ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-13 |
111-04 |
-0-09 |
-0.3% |
112-04 |
| High |
111-13 |
111-04 |
-0-09 |
-0.3% |
112-04 |
| Low |
110-30 |
110-23 |
-0-07 |
-0.2% |
110-23 |
| Close |
111-03 |
110-23 |
-0-12 |
-0.3% |
110-23 |
| Range |
0-15 |
0-13 |
-0-02 |
-13.3% |
1-13 |
| ATR |
0-16 |
0-16 |
0-00 |
-1.5% |
0-00 |
| Volume |
6 |
3 |
-3 |
-50.0% |
482 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-02 |
111-26 |
110-30 |
|
| R3 |
111-21 |
111-13 |
110-27 |
|
| R2 |
111-08 |
111-08 |
110-25 |
|
| R1 |
111-00 |
111-00 |
110-24 |
110-30 |
| PP |
110-27 |
110-27 |
110-27 |
110-26 |
| S1 |
110-19 |
110-19 |
110-22 |
110-16 |
| S2 |
110-14 |
110-14 |
110-21 |
|
| S3 |
110-01 |
110-06 |
110-19 |
|
| S4 |
109-20 |
109-25 |
110-16 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-13 |
114-15 |
111-16 |
|
| R3 |
114-00 |
113-02 |
111-03 |
|
| R2 |
112-19 |
112-19 |
110-31 |
|
| R1 |
111-21 |
111-21 |
110-27 |
111-14 |
| PP |
111-06 |
111-06 |
111-06 |
111-02 |
| S1 |
110-08 |
110-08 |
110-19 |
110-00 |
| S2 |
109-25 |
109-25 |
110-15 |
|
| S3 |
108-12 |
108-27 |
110-11 |
|
| S4 |
106-31 |
107-14 |
109-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-04 |
110-23 |
1-13 |
1.3% |
0-07 |
0.2% |
0% |
False |
True |
96 |
| 10 |
112-23 |
110-23 |
2-00 |
1.8% |
0-12 |
0.3% |
0% |
False |
True |
171 |
| 20 |
113-16 |
110-23 |
2-25 |
2.5% |
0-13 |
0.4% |
0% |
False |
True |
116 |
| 40 |
114-22 |
110-23 |
3-31 |
3.6% |
0-10 |
0.3% |
0% |
False |
True |
66 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
15% |
False |
False |
44 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
15% |
False |
False |
34 |
| 100 |
114-22 |
109-31 |
4-23 |
4.3% |
0-06 |
0.2% |
16% |
False |
False |
27 |
| 120 |
114-22 |
107-23 |
6-31 |
6.3% |
0-05 |
0.1% |
43% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-27 |
|
2.618 |
112-06 |
|
1.618 |
111-25 |
|
1.000 |
111-17 |
|
0.618 |
111-12 |
|
HIGH |
111-04 |
|
0.618 |
110-31 |
|
0.500 |
110-30 |
|
0.382 |
110-28 |
|
LOW |
110-23 |
|
0.618 |
110-15 |
|
1.000 |
110-10 |
|
1.618 |
110-02 |
|
2.618 |
109-21 |
|
4.250 |
109-00 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-30 |
111-06 |
| PP |
110-27 |
111-01 |
| S1 |
110-25 |
110-28 |
|