ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 25-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-09 |
110-06 |
-0-03 |
-0.1% |
110-22 |
| High |
110-16 |
110-09 |
-0-07 |
-0.2% |
111-00 |
| Low |
110-06 |
109-16 |
-0-22 |
-0.6% |
110-10 |
| Close |
110-07 |
109-20 |
-0-19 |
-0.5% |
110-22 |
| Range |
0-10 |
0-25 |
0-15 |
150.0% |
0-22 |
| ATR |
0-16 |
0-17 |
0-01 |
3.9% |
0-00 |
| Volume |
315 |
1,366 |
1,051 |
333.7% |
3,159 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-05 |
111-21 |
110-02 |
|
| R3 |
111-12 |
110-28 |
109-27 |
|
| R2 |
110-19 |
110-19 |
109-25 |
|
| R1 |
110-03 |
110-03 |
109-22 |
109-30 |
| PP |
109-26 |
109-26 |
109-26 |
109-23 |
| S1 |
109-10 |
109-10 |
109-18 |
109-06 |
| S2 |
109-01 |
109-01 |
109-15 |
|
| S3 |
108-08 |
108-17 |
109-13 |
|
| S4 |
107-15 |
107-24 |
109-06 |
|
|
| 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 |
109-16 |
1-16 |
1.4% |
0-19 |
0.5% |
8% |
False |
True |
522 |
| 10 |
111-13 |
109-16 |
1-29 |
1.7% |
0-16 |
0.4% |
7% |
False |
True |
557 |
| 20 |
112-23 |
109-16 |
3-07 |
2.9% |
0-15 |
0.4% |
4% |
False |
True |
380 |
| 40 |
114-22 |
109-16 |
5-06 |
4.7% |
0-12 |
0.4% |
2% |
False |
True |
204 |
| 60 |
114-22 |
109-16 |
5-06 |
4.7% |
0-09 |
0.3% |
2% |
False |
True |
137 |
| 80 |
114-22 |
109-16 |
5-06 |
4.7% |
0-08 |
0.2% |
2% |
False |
True |
103 |
| 100 |
114-22 |
109-16 |
5-06 |
4.7% |
0-07 |
0.2% |
2% |
False |
True |
83 |
| 120 |
114-22 |
108-01 |
6-21 |
6.1% |
0-06 |
0.2% |
24% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-19 |
|
2.618 |
112-10 |
|
1.618 |
111-17 |
|
1.000 |
111-02 |
|
0.618 |
110-24 |
|
HIGH |
110-09 |
|
0.618 |
109-31 |
|
0.500 |
109-28 |
|
0.382 |
109-26 |
|
LOW |
109-16 |
|
0.618 |
109-01 |
|
1.000 |
108-23 |
|
1.618 |
108-08 |
|
2.618 |
107-15 |
|
4.250 |
106-06 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-28 |
110-02 |
| PP |
109-26 |
109-29 |
| S1 |
109-23 |
109-25 |
|