ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
112-04 |
111-24 |
-0-12 |
-0.3% |
111-15 |
| High |
112-08 |
111-26 |
-0-14 |
-0.4% |
112-28 |
| Low |
111-18 |
110-30 |
-0-20 |
-0.6% |
111-14 |
| Close |
111-26 |
111-06 |
-0-20 |
-0.6% |
112-05 |
| Range |
0-22 |
0-28 |
0-06 |
27.3% |
1-14 |
| ATR |
0-23 |
0-23 |
0-00 |
1.7% |
0-00 |
| Volume |
367,190 |
21,385 |
-345,805 |
-94.2% |
1,151,564 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-30 |
113-14 |
111-21 |
|
| R3 |
113-02 |
112-18 |
111-14 |
|
| R2 |
112-06 |
112-06 |
111-11 |
|
| R1 |
111-22 |
111-22 |
111-09 |
111-16 |
| PP |
111-10 |
111-10 |
111-10 |
111-07 |
| S1 |
110-26 |
110-26 |
111-03 |
110-20 |
| S2 |
110-14 |
110-14 |
111-01 |
|
| S3 |
109-18 |
109-30 |
110-30 |
|
| S4 |
108-22 |
109-02 |
110-23 |
|
|
| 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 |
110-30 |
1-30 |
1.7% |
0-24 |
0.7% |
13% |
False |
True |
254,248 |
| 10 |
112-28 |
110-30 |
1-30 |
1.7% |
0-23 |
0.7% |
13% |
False |
True |
228,093 |
| 20 |
114-06 |
110-30 |
3-08 |
2.9% |
0-24 |
0.7% |
8% |
False |
True |
236,275 |
| 40 |
114-30 |
110-30 |
4-00 |
3.6% |
0-23 |
0.7% |
6% |
False |
True |
222,174 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-22 |
0.6% |
27% |
False |
False |
148,520 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
27% |
False |
False |
111,480 |
| 100 |
114-30 |
109-25 |
5-05 |
4.6% |
0-17 |
0.5% |
27% |
False |
False |
89,187 |
| 120 |
114-30 |
107-18 |
7-12 |
6.6% |
0-14 |
0.4% |
49% |
False |
False |
74,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-17 |
|
2.618 |
114-03 |
|
1.618 |
113-07 |
|
1.000 |
112-22 |
|
0.618 |
112-11 |
|
HIGH |
111-26 |
|
0.618 |
111-15 |
|
0.500 |
111-12 |
|
0.382 |
111-09 |
|
LOW |
110-30 |
|
0.618 |
110-13 |
|
1.000 |
110-02 |
|
1.618 |
109-17 |
|
2.618 |
108-21 |
|
4.250 |
107-07 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-12 |
111-20 |
| PP |
111-10 |
111-15 |
| S1 |
111-08 |
111-11 |
|