ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
109-20 |
109-14 |
-0-06 |
-0.2% |
110-27 |
High |
109-20 |
109-14 |
-0-06 |
-0.2% |
110-27 |
Low |
109-20 |
109-14 |
-0-06 |
-0.2% |
109-14 |
Close |
109-20 |
109-14 |
-0-06 |
-0.2% |
109-14 |
Range |
|
|
|
|
|
ATR |
0-12 |
0-12 |
0-00 |
-3.6% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-14 |
109-14 |
109-14 |
|
R3 |
109-14 |
109-14 |
109-14 |
|
R2 |
109-14 |
109-14 |
109-14 |
|
R1 |
109-14 |
109-14 |
109-14 |
109-14 |
PP |
109-14 |
109-14 |
109-14 |
109-14 |
S1 |
109-14 |
109-14 |
109-14 |
109-14 |
S2 |
109-14 |
109-14 |
109-14 |
|
S3 |
109-14 |
109-14 |
109-14 |
|
S4 |
109-14 |
109-14 |
109-14 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-04 |
113-06 |
110-07 |
|
R3 |
112-23 |
111-25 |
109-26 |
|
R2 |
111-10 |
111-10 |
109-22 |
|
R1 |
110-12 |
110-12 |
109-18 |
110-04 |
PP |
109-29 |
109-29 |
109-29 |
109-25 |
S1 |
108-31 |
108-31 |
109-10 |
108-24 |
S2 |
108-16 |
108-16 |
109-06 |
|
S3 |
107-03 |
107-18 |
109-02 |
|
S4 |
105-22 |
106-05 |
108-21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-14 |
2.618 |
109-14 |
1.618 |
109-14 |
1.000 |
109-14 |
0.618 |
109-14 |
HIGH |
109-14 |
0.618 |
109-14 |
0.500 |
109-14 |
0.382 |
109-14 |
LOW |
109-14 |
0.618 |
109-14 |
1.000 |
109-14 |
1.618 |
109-14 |
2.618 |
109-14 |
4.250 |
109-14 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
109-14 |
109-26 |
PP |
109-14 |
109-22 |
S1 |
109-14 |
109-18 |
|