ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-04 |
110-22 |
-0-14 |
-0.4% |
112-04 |
| High |
111-04 |
110-28 |
-0-08 |
-0.2% |
112-04 |
| Low |
110-23 |
110-22 |
-0-01 |
0.0% |
110-23 |
| Close |
110-23 |
110-28 |
0-05 |
0.1% |
110-23 |
| Range |
0-13 |
0-06 |
-0-07 |
-53.8% |
1-13 |
| ATR |
0-16 |
0-15 |
-0-01 |
-4.5% |
0-00 |
| Volume |
3 |
715 |
712 |
23,733.3% |
482 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-12 |
111-10 |
110-31 |
|
| R3 |
111-06 |
111-04 |
110-30 |
|
| R2 |
111-00 |
111-00 |
110-29 |
|
| R1 |
110-30 |
110-30 |
110-29 |
110-31 |
| PP |
110-26 |
110-26 |
110-26 |
110-26 |
| S1 |
110-24 |
110-24 |
110-27 |
110-25 |
| S2 |
110-20 |
110-20 |
110-27 |
|
| S3 |
110-14 |
110-18 |
110-26 |
|
| S4 |
110-08 |
110-12 |
110-25 |
|
|
| 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 |
112-00 |
110-22 |
1-10 |
1.2% |
0-07 |
0.2% |
14% |
False |
True |
198 |
| 10 |
112-23 |
110-22 |
2-01 |
1.8% |
0-13 |
0.4% |
9% |
False |
True |
239 |
| 20 |
113-16 |
110-22 |
2-26 |
2.5% |
0-13 |
0.4% |
7% |
False |
True |
151 |
| 40 |
114-22 |
110-22 |
4-00 |
3.6% |
0-10 |
0.3% |
5% |
False |
True |
84 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
19% |
False |
False |
56 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
19% |
False |
False |
43 |
| 100 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
19% |
False |
False |
34 |
| 120 |
114-22 |
107-23 |
6-31 |
6.3% |
0-05 |
0.1% |
45% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-22 |
|
2.618 |
111-12 |
|
1.618 |
111-06 |
|
1.000 |
111-02 |
|
0.618 |
111-00 |
|
HIGH |
110-28 |
|
0.618 |
110-26 |
|
0.500 |
110-25 |
|
0.382 |
110-24 |
|
LOW |
110-22 |
|
0.618 |
110-18 |
|
1.000 |
110-16 |
|
1.618 |
110-12 |
|
2.618 |
110-06 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-27 |
111-02 |
| PP |
110-26 |
111-00 |
| S1 |
110-25 |
110-30 |
|