ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-22 |
110-27 |
0-05 |
0.1% |
112-04 |
| High |
110-28 |
110-28 |
0-00 |
0.0% |
112-04 |
| Low |
110-22 |
110-21 |
-0-01 |
0.0% |
110-23 |
| Close |
110-28 |
110-15 |
-0-13 |
-0.4% |
110-23 |
| Range |
0-06 |
0-07 |
0-01 |
16.7% |
1-13 |
| ATR |
0-15 |
0-15 |
-0-01 |
-3.9% |
0-00 |
| Volume |
715 |
208 |
-507 |
-70.9% |
482 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-10 |
111-04 |
110-19 |
|
| R3 |
111-03 |
110-29 |
110-17 |
|
| R2 |
110-28 |
110-28 |
110-16 |
|
| R1 |
110-22 |
110-22 |
110-16 |
110-22 |
| PP |
110-21 |
110-21 |
110-21 |
110-21 |
| S1 |
110-15 |
110-15 |
110-14 |
110-14 |
| S2 |
110-14 |
110-14 |
110-14 |
|
| S3 |
110-07 |
110-08 |
110-13 |
|
| S4 |
110-00 |
110-01 |
110-11 |
|
|
| 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 |
111-20 |
110-21 |
0-31 |
0.9% |
0-08 |
0.2% |
-19% |
False |
True |
202 |
| 10 |
112-23 |
110-21 |
2-02 |
1.9% |
0-14 |
0.4% |
-9% |
False |
True |
260 |
| 20 |
112-30 |
110-21 |
2-09 |
2.1% |
0-12 |
0.3% |
-8% |
False |
True |
160 |
| 40 |
114-22 |
110-21 |
4-01 |
3.6% |
0-10 |
0.3% |
-5% |
False |
True |
89 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
10% |
False |
False |
60 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
10% |
False |
False |
45 |
| 100 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
10% |
False |
False |
36 |
| 120 |
114-22 |
108-01 |
6-21 |
6.0% |
0-05 |
0.1% |
37% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-26 |
|
2.618 |
111-14 |
|
1.618 |
111-07 |
|
1.000 |
111-03 |
|
0.618 |
111-00 |
|
HIGH |
110-28 |
|
0.618 |
110-25 |
|
0.500 |
110-24 |
|
0.382 |
110-24 |
|
LOW |
110-21 |
|
0.618 |
110-17 |
|
1.000 |
110-14 |
|
1.618 |
110-10 |
|
2.618 |
110-03 |
|
4.250 |
109-23 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-24 |
110-28 |
| PP |
110-21 |
110-24 |
| S1 |
110-18 |
110-20 |
|