ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
109-18 |
109-09 |
-0-09 |
-0.3% |
109-27 |
High |
109-21 |
109-15 |
-0-06 |
-0.2% |
110-30 |
Low |
109-06 |
109-09 |
0-03 |
0.1% |
109-06 |
Close |
109-10 |
109-13 |
0-03 |
0.1% |
109-14 |
Range |
0-15 |
0-06 |
-0-09 |
-60.0% |
1-24 |
ATR |
0-17 |
0-16 |
-0-01 |
-4.6% |
0-00 |
Volume |
891 |
1,021 |
130 |
14.6% |
3,885 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-30 |
109-28 |
109-16 |
|
R3 |
109-24 |
109-22 |
109-15 |
|
R2 |
109-18 |
109-18 |
109-14 |
|
R1 |
109-16 |
109-16 |
109-14 |
109-17 |
PP |
109-12 |
109-12 |
109-12 |
109-13 |
S1 |
109-10 |
109-10 |
109-12 |
109-11 |
S2 |
109-06 |
109-06 |
109-12 |
|
S3 |
109-00 |
109-04 |
109-11 |
|
S4 |
108-26 |
108-30 |
109-10 |
|
|
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 |
110-16 |
109-06 |
1-10 |
1.2% |
0-16 |
0.5% |
17% |
False |
False |
1,013 |
10 |
111-00 |
109-06 |
1-26 |
1.7% |
0-17 |
0.5% |
12% |
False |
False |
824 |
20 |
112-23 |
109-06 |
3-17 |
3.2% |
0-15 |
0.4% |
6% |
False |
False |
531 |
40 |
114-22 |
109-06 |
5-16 |
5.0% |
0-13 |
0.4% |
4% |
False |
False |
287 |
60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-10 |
0.3% |
4% |
False |
False |
193 |
80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
4% |
False |
False |
145 |
100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
4% |
False |
False |
116 |
120 |
114-22 |
108-01 |
6-21 |
6.1% |
0-07 |
0.2% |
21% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-08 |
2.618 |
109-31 |
1.618 |
109-25 |
1.000 |
109-21 |
0.618 |
109-19 |
HIGH |
109-15 |
0.618 |
109-13 |
0.500 |
109-12 |
0.382 |
109-11 |
LOW |
109-09 |
0.618 |
109-05 |
1.000 |
109-03 |
1.618 |
108-31 |
2.618 |
108-25 |
4.250 |
108-16 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
109-13 |
109-18 |
PP |
109-12 |
109-16 |
S1 |
109-12 |
109-15 |
|