ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-31 |
112-17 |
0-18 |
0.5% |
111-15 |
| High |
112-21 |
112-28 |
0-07 |
0.2% |
112-28 |
| Low |
111-27 |
111-16 |
-0-11 |
-0.3% |
111-14 |
| Close |
112-13 |
112-05 |
-0-08 |
-0.2% |
112-05 |
| Range |
0-26 |
1-12 |
0-18 |
69.2% |
1-14 |
| ATR |
0-23 |
0-24 |
0-02 |
6.7% |
0-00 |
| Volume |
308,305 |
412,251 |
103,946 |
33.7% |
1,151,564 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-10 |
115-19 |
112-29 |
|
| R3 |
114-30 |
114-07 |
112-17 |
|
| R2 |
113-18 |
113-18 |
112-13 |
|
| R1 |
112-27 |
112-27 |
112-09 |
112-16 |
| PP |
112-06 |
112-06 |
112-06 |
112-00 |
| S1 |
111-15 |
111-15 |
112-01 |
111-04 |
| S2 |
110-26 |
110-26 |
111-29 |
|
| S3 |
109-14 |
110-03 |
111-25 |
|
| S4 |
108-02 |
108-23 |
111-13 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-15 |
115-24 |
112-30 |
|
| R3 |
115-01 |
114-10 |
112-18 |
|
| R2 |
113-19 |
113-19 |
112-13 |
|
| R1 |
112-28 |
112-28 |
112-09 |
113-08 |
| PP |
112-05 |
112-05 |
112-05 |
112-11 |
| S1 |
111-14 |
111-14 |
112-01 |
111-26 |
| S2 |
110-23 |
110-23 |
111-29 |
|
| S3 |
109-09 |
110-00 |
111-24 |
|
| S4 |
107-27 |
108-18 |
111-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-28 |
111-05 |
1-23 |
1.5% |
0-25 |
0.7% |
58% |
True |
False |
249,033 |
| 10 |
113-06 |
111-04 |
2-02 |
1.8% |
0-25 |
0.7% |
50% |
False |
False |
201,687 |
| 20 |
114-11 |
111-04 |
3-07 |
2.9% |
0-25 |
0.7% |
32% |
False |
False |
260,930 |
| 40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-24 |
0.7% |
27% |
False |
False |
200,950 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
46% |
False |
False |
134,230 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-19 |
0.5% |
46% |
False |
False |
100,744 |
| 100 |
114-30 |
108-24 |
6-06 |
5.5% |
0-16 |
0.4% |
55% |
False |
False |
80,598 |
| 120 |
114-30 |
106-27 |
8-03 |
7.2% |
0-13 |
0.4% |
66% |
False |
False |
67,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-23 |
|
2.618 |
116-15 |
|
1.618 |
115-03 |
|
1.000 |
114-08 |
|
0.618 |
113-23 |
|
HIGH |
112-28 |
|
0.618 |
112-11 |
|
0.500 |
112-06 |
|
0.382 |
112-01 |
|
LOW |
111-16 |
|
0.618 |
110-21 |
|
1.000 |
110-04 |
|
1.618 |
109-09 |
|
2.618 |
107-29 |
|
4.250 |
105-21 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-06 |
112-06 |
| PP |
112-06 |
112-06 |
| S1 |
112-05 |
112-05 |
|