ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
109-14 |
109-18 |
0-04 |
0.1% |
109-27 |
High |
109-30 |
109-21 |
-0-09 |
-0.3% |
110-30 |
Low |
109-06 |
109-06 |
0-00 |
0.0% |
109-06 |
Close |
109-14 |
109-10 |
-0-04 |
-0.1% |
109-14 |
Range |
0-24 |
0-15 |
-0-09 |
-37.5% |
1-24 |
ATR |
0-17 |
0-17 |
0-00 |
-0.9% |
0-00 |
Volume |
1,474 |
891 |
-583 |
-39.6% |
3,885 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-25 |
110-17 |
109-18 |
|
R3 |
110-10 |
110-02 |
109-14 |
|
R2 |
109-27 |
109-27 |
109-13 |
|
R1 |
109-19 |
109-19 |
109-11 |
109-16 |
PP |
109-12 |
109-12 |
109-12 |
109-11 |
S1 |
109-04 |
109-04 |
109-09 |
109-00 |
S2 |
108-29 |
108-29 |
109-07 |
|
S3 |
108-14 |
108-21 |
109-06 |
|
S4 |
107-31 |
108-06 |
109-02 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-03 |
114-01 |
110-13 |
|
R3 |
113-11 |
112-09 |
109-29 |
|
R2 |
111-19 |
111-19 |
109-24 |
|
R1 |
110-17 |
110-17 |
109-19 |
110-06 |
PP |
109-27 |
109-27 |
109-27 |
109-22 |
S1 |
108-25 |
108-25 |
109-09 |
108-14 |
S2 |
108-03 |
108-03 |
109-04 |
|
S3 |
106-11 |
107-01 |
108-31 |
|
S4 |
104-19 |
105-09 |
108-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-20 |
109-06 |
1-14 |
1.3% |
0-17 |
0.5% |
9% |
False |
True |
907 |
10 |
111-00 |
109-06 |
1-26 |
1.7% |
0-17 |
0.5% |
7% |
False |
True |
793 |
20 |
112-23 |
109-06 |
3-17 |
3.2% |
0-14 |
0.4% |
4% |
False |
True |
482 |
40 |
114-22 |
109-06 |
5-16 |
5.0% |
0-13 |
0.4% |
2% |
False |
True |
263 |
60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-10 |
0.3% |
2% |
False |
True |
176 |
80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
2% |
False |
True |
132 |
100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
2% |
False |
True |
106 |
120 |
114-22 |
108-01 |
6-21 |
6.1% |
0-07 |
0.2% |
19% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-21 |
2.618 |
110-28 |
1.618 |
110-13 |
1.000 |
110-04 |
0.618 |
109-30 |
HIGH |
109-21 |
0.618 |
109-15 |
0.500 |
109-14 |
0.382 |
109-12 |
LOW |
109-06 |
0.618 |
108-29 |
1.000 |
108-23 |
1.618 |
108-14 |
2.618 |
107-31 |
4.250 |
107-06 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
109-14 |
109-24 |
PP |
109-12 |
109-19 |
S1 |
109-11 |
109-14 |
|