ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 24-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-18 |
110-09 |
-0-09 |
-0.3% |
110-22 |
| High |
110-20 |
110-16 |
-0-04 |
-0.1% |
111-00 |
| Low |
110-08 |
110-06 |
-0-02 |
-0.1% |
110-10 |
| Close |
110-10 |
110-07 |
-0-03 |
-0.1% |
110-22 |
| Range |
0-12 |
0-10 |
-0-02 |
-16.7% |
0-22 |
| ATR |
0-17 |
0-16 |
0-00 |
-2.8% |
0-00 |
| Volume |
489 |
315 |
-174 |
-35.6% |
3,159 |
|
| Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-08 |
111-01 |
110-12 |
|
| R3 |
110-30 |
110-23 |
110-10 |
|
| R2 |
110-20 |
110-20 |
110-09 |
|
| R1 |
110-13 |
110-13 |
110-08 |
110-12 |
| PP |
110-10 |
110-10 |
110-10 |
110-09 |
| S1 |
110-03 |
110-03 |
110-06 |
110-02 |
| S2 |
110-00 |
110-00 |
110-05 |
|
| S3 |
109-22 |
109-25 |
110-04 |
|
| S4 |
109-12 |
109-15 |
110-02 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-23 |
112-13 |
111-02 |
|
| R3 |
112-01 |
111-23 |
110-28 |
|
| R2 |
111-11 |
111-11 |
110-26 |
|
| R1 |
111-01 |
111-01 |
110-24 |
111-01 |
| PP |
110-21 |
110-21 |
110-21 |
110-22 |
| S1 |
110-11 |
110-11 |
110-20 |
110-11 |
| S2 |
109-31 |
109-31 |
110-18 |
|
| S3 |
109-09 |
109-21 |
110-16 |
|
| S4 |
108-19 |
108-31 |
110-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-00 |
109-27 |
1-05 |
1.0% |
0-18 |
0.5% |
32% |
False |
False |
656 |
| 10 |
111-20 |
109-27 |
1-25 |
1.6% |
0-13 |
0.4% |
21% |
False |
False |
429 |
| 20 |
112-23 |
109-27 |
2-28 |
2.6% |
0-13 |
0.4% |
13% |
False |
False |
314 |
| 40 |
114-22 |
109-27 |
4-27 |
4.4% |
0-12 |
0.3% |
8% |
False |
False |
170 |
| 60 |
114-22 |
109-27 |
4-27 |
4.4% |
0-08 |
0.2% |
8% |
False |
False |
114 |
| 80 |
114-22 |
109-27 |
4-27 |
4.4% |
0-08 |
0.2% |
8% |
False |
False |
86 |
| 100 |
114-22 |
109-27 |
4-27 |
4.4% |
0-07 |
0.2% |
8% |
False |
False |
69 |
| 120 |
114-22 |
108-01 |
6-21 |
6.0% |
0-06 |
0.2% |
33% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-26 |
|
2.618 |
111-10 |
|
1.618 |
111-00 |
|
1.000 |
110-26 |
|
0.618 |
110-22 |
|
HIGH |
110-16 |
|
0.618 |
110-12 |
|
0.500 |
110-11 |
|
0.382 |
110-10 |
|
LOW |
110-06 |
|
0.618 |
110-00 |
|
1.000 |
109-28 |
|
1.618 |
109-22 |
|
2.618 |
109-12 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 24-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-11 |
110-12 |
| PP |
110-10 |
110-11 |
| S1 |
110-08 |
110-09 |
|