ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 02-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
111-12 |
111-21 |
0-09 |
0.3% |
112-13 |
High |
111-12 |
111-21 |
0-09 |
0.3% |
112-13 |
Low |
111-12 |
111-21 |
0-09 |
0.3% |
111-12 |
Close |
111-12 |
111-21 |
0-09 |
0.3% |
111-12 |
Range |
|
|
|
|
|
ATR |
0-16 |
0-15 |
0-00 |
-3.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-21 |
111-21 |
111-21 |
|
R3 |
111-21 |
111-21 |
111-21 |
|
R2 |
111-21 |
111-21 |
111-21 |
|
R1 |
111-21 |
111-21 |
111-21 |
111-21 |
PP |
111-21 |
111-21 |
111-21 |
111-21 |
S1 |
111-21 |
111-21 |
111-21 |
111-21 |
S2 |
111-21 |
111-21 |
111-21 |
|
S3 |
111-21 |
111-21 |
111-21 |
|
S4 |
111-21 |
111-21 |
111-21 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-26 |
114-04 |
111-30 |
|
R3 |
113-25 |
113-03 |
111-21 |
|
R2 |
112-24 |
112-24 |
111-18 |
|
R1 |
112-02 |
112-02 |
111-15 |
111-28 |
PP |
111-23 |
111-23 |
111-23 |
111-20 |
S1 |
111-01 |
111-01 |
111-09 |
110-28 |
S2 |
110-22 |
110-22 |
111-06 |
|
S3 |
109-21 |
110-00 |
111-03 |
|
S4 |
108-20 |
108-31 |
110-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-21 |
2.618 |
111-21 |
1.618 |
111-21 |
1.000 |
111-21 |
0.618 |
111-21 |
HIGH |
111-21 |
0.618 |
111-21 |
0.500 |
111-21 |
0.382 |
111-21 |
LOW |
111-21 |
0.618 |
111-21 |
1.000 |
111-21 |
1.618 |
111-21 |
2.618 |
111-21 |
4.250 |
111-21 |
|
|
Fisher Pivots for day following 02-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
111-21 |
111-20 |
PP |
111-21 |
111-18 |
S1 |
111-21 |
111-16 |
|