ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
110-15 |
110-27 |
0-12 |
0.3% |
112-02 |
High |
110-15 |
110-27 |
0-12 |
0.3% |
112-02 |
Low |
110-15 |
110-27 |
0-12 |
0.3% |
110-23 |
Close |
110-15 |
110-27 |
0-12 |
0.3% |
110-23 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-13 |
0-00 |
-0.7% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-27 |
110-27 |
110-27 |
|
R3 |
110-27 |
110-27 |
110-27 |
|
R2 |
110-27 |
110-27 |
110-27 |
|
R1 |
110-27 |
110-27 |
110-27 |
110-27 |
PP |
110-27 |
110-27 |
110-27 |
110-27 |
S1 |
110-27 |
110-27 |
110-27 |
110-27 |
S2 |
110-27 |
110-27 |
110-27 |
|
S3 |
110-27 |
110-27 |
110-27 |
|
S4 |
110-27 |
110-27 |
110-27 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-06 |
114-10 |
111-15 |
|
R3 |
113-27 |
112-31 |
111-03 |
|
R2 |
112-16 |
112-16 |
110-31 |
|
R1 |
111-20 |
111-20 |
110-27 |
111-12 |
PP |
111-05 |
111-05 |
111-05 |
111-02 |
S1 |
110-09 |
110-09 |
110-19 |
110-02 |
S2 |
109-26 |
109-26 |
110-15 |
|
S3 |
108-15 |
108-30 |
110-11 |
|
S4 |
107-04 |
107-19 |
109-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-27 |
2.618 |
110-27 |
1.618 |
110-27 |
1.000 |
110-27 |
0.618 |
110-27 |
HIGH |
110-27 |
0.618 |
110-27 |
0.500 |
110-27 |
0.382 |
110-27 |
LOW |
110-27 |
0.618 |
110-27 |
1.000 |
110-27 |
1.618 |
110-27 |
2.618 |
110-27 |
4.250 |
110-27 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
110-27 |
110-25 |
PP |
110-27 |
110-23 |
S1 |
110-27 |
110-22 |
|