ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
112-05 |
112-04 |
-0-01 |
0.0% |
111-15 |
High |
112-10 |
112-08 |
-0-02 |
-0.1% |
112-28 |
Low |
111-29 |
111-18 |
-0-11 |
-0.3% |
111-14 |
Close |
112-04 |
111-26 |
-0-10 |
-0.3% |
112-05 |
Range |
0-13 |
0-22 |
0-09 |
69.2% |
1-14 |
ATR |
0-23 |
0-23 |
0-00 |
-0.2% |
0-00 |
Volume |
248,677 |
367,190 |
118,513 |
47.7% |
1,151,564 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-30 |
113-18 |
112-06 |
|
R3 |
113-08 |
112-28 |
112-00 |
|
R2 |
112-18 |
112-18 |
111-30 |
|
R1 |
112-06 |
112-06 |
111-28 |
112-01 |
PP |
111-28 |
111-28 |
111-28 |
111-26 |
S1 |
111-16 |
111-16 |
111-24 |
111-11 |
S2 |
111-06 |
111-06 |
111-22 |
|
S3 |
110-16 |
110-26 |
111-20 |
|
S4 |
109-26 |
110-04 |
111-14 |
|
|
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 |
111-16 |
1-12 |
1.2% |
0-23 |
0.7% |
23% |
False |
False |
311,632 |
10 |
112-28 |
111-04 |
1-24 |
1.6% |
0-23 |
0.6% |
39% |
False |
False |
237,883 |
20 |
114-06 |
111-04 |
3-02 |
2.7% |
0-24 |
0.7% |
22% |
False |
False |
249,333 |
40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-23 |
0.6% |
18% |
False |
False |
221,767 |
60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
39% |
False |
False |
148,173 |
80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-19 |
0.5% |
39% |
False |
False |
111,213 |
100 |
114-30 |
109-25 |
5-05 |
4.6% |
0-17 |
0.5% |
39% |
False |
False |
88,974 |
120 |
114-30 |
107-18 |
7-12 |
6.6% |
0-14 |
0.4% |
58% |
False |
False |
74,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-06 |
2.618 |
114-02 |
1.618 |
113-12 |
1.000 |
112-30 |
0.618 |
112-22 |
HIGH |
112-08 |
0.618 |
112-00 |
0.500 |
111-29 |
0.382 |
111-26 |
LOW |
111-18 |
0.618 |
111-04 |
1.000 |
110-28 |
1.618 |
110-14 |
2.618 |
109-24 |
4.250 |
108-20 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
111-29 |
111-30 |
PP |
111-28 |
111-29 |
S1 |
111-27 |
111-27 |
|