ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
110-27 |
110-22 |
-0-05 |
-0.1% |
110-28 |
High |
110-27 |
110-22 |
-0-05 |
-0.1% |
110-28 |
Low |
110-27 |
110-22 |
-0-05 |
-0.1% |
110-15 |
Close |
110-27 |
110-22 |
-0-05 |
-0.1% |
110-22 |
Range |
|
|
|
|
|
ATR |
0-13 |
0-13 |
-0-01 |
-4.4% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-22 |
110-22 |
110-22 |
|
R3 |
110-22 |
110-22 |
110-22 |
|
R2 |
110-22 |
110-22 |
110-22 |
|
R1 |
110-22 |
110-22 |
110-22 |
110-22 |
PP |
110-22 |
110-22 |
110-22 |
110-22 |
S1 |
110-22 |
110-22 |
110-22 |
110-22 |
S2 |
110-22 |
110-22 |
110-22 |
|
S3 |
110-22 |
110-22 |
110-22 |
|
S4 |
110-22 |
110-22 |
110-22 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-29 |
111-22 |
110-29 |
|
R3 |
111-16 |
111-09 |
110-26 |
|
R2 |
111-03 |
111-03 |
110-24 |
|
R1 |
110-28 |
110-28 |
110-23 |
110-25 |
PP |
110-22 |
110-22 |
110-22 |
110-20 |
S1 |
110-15 |
110-15 |
110-21 |
110-12 |
S2 |
110-09 |
110-09 |
110-20 |
|
S3 |
109-28 |
110-02 |
110-18 |
|
S4 |
109-15 |
109-21 |
110-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-22 |
2.618 |
110-22 |
1.618 |
110-22 |
1.000 |
110-22 |
0.618 |
110-22 |
HIGH |
110-22 |
0.618 |
110-22 |
0.500 |
110-22 |
0.382 |
110-22 |
LOW |
110-22 |
0.618 |
110-22 |
1.000 |
110-22 |
1.618 |
110-22 |
2.618 |
110-22 |
4.250 |
110-22 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
110-22 |
110-22 |
PP |
110-22 |
110-21 |
S1 |
110-22 |
110-21 |
|