ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
111-25 |
111-31 |
0-06 |
0.2% |
112-07 |
High |
112-09 |
112-21 |
0-12 |
0.3% |
112-20 |
Low |
111-18 |
111-27 |
0-09 |
0.3% |
111-04 |
Close |
111-30 |
112-13 |
0-15 |
0.4% |
111-14 |
Range |
0-23 |
0-26 |
0-03 |
13.0% |
1-16 |
ATR |
0-22 |
0-23 |
0-00 |
1.1% |
0-00 |
Volume |
318,290 |
308,305 |
-9,985 |
-3.1% |
446,204 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-24 |
114-12 |
112-27 |
|
R3 |
113-30 |
113-18 |
112-20 |
|
R2 |
113-04 |
113-04 |
112-18 |
|
R1 |
112-24 |
112-24 |
112-15 |
112-30 |
PP |
112-10 |
112-10 |
112-10 |
112-12 |
S1 |
111-30 |
111-30 |
112-11 |
112-04 |
S2 |
111-16 |
111-16 |
112-08 |
|
S3 |
110-22 |
111-04 |
112-06 |
|
S4 |
109-28 |
110-10 |
111-31 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-07 |
115-11 |
112-08 |
|
R3 |
114-23 |
113-27 |
111-27 |
|
R2 |
113-07 |
113-07 |
111-23 |
|
R1 |
112-11 |
112-11 |
111-18 |
112-01 |
PP |
111-23 |
111-23 |
111-23 |
111-18 |
S1 |
110-27 |
110-27 |
111-10 |
110-17 |
S2 |
110-07 |
110-07 |
111-05 |
|
S3 |
108-23 |
109-11 |
111-01 |
|
S4 |
107-07 |
107-27 |
110-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-21 |
111-04 |
1-17 |
1.4% |
0-23 |
0.6% |
84% |
True |
False |
201,938 |
10 |
113-06 |
111-04 |
2-02 |
1.8% |
0-22 |
0.6% |
62% |
False |
False |
170,813 |
20 |
114-16 |
111-04 |
3-12 |
3.0% |
0-23 |
0.6% |
38% |
False |
False |
254,009 |
40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-23 |
0.6% |
34% |
False |
False |
190,666 |
60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
51% |
False |
False |
127,380 |
80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-18 |
0.5% |
51% |
False |
False |
95,591 |
100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-16 |
0.4% |
63% |
False |
False |
76,475 |
120 |
114-30 |
106-27 |
8-03 |
7.2% |
0-13 |
0.4% |
69% |
False |
False |
63,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-04 |
2.618 |
114-25 |
1.618 |
113-31 |
1.000 |
113-15 |
0.618 |
113-05 |
HIGH |
112-21 |
0.618 |
112-11 |
0.500 |
112-08 |
0.382 |
112-05 |
LOW |
111-27 |
0.618 |
111-11 |
1.000 |
111-01 |
1.618 |
110-17 |
2.618 |
109-23 |
4.250 |
108-12 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
112-11 |
112-09 |
PP |
112-10 |
112-05 |
S1 |
112-08 |
112-02 |
|