ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-07 |
110-24 |
-0-15 |
-0.4% |
112-05 |
| High |
111-09 |
111-06 |
-0-03 |
-0.1% |
112-10 |
| Low |
110-23 |
110-24 |
0-01 |
0.0% |
110-23 |
| Close |
110-26 |
110-31 |
0-05 |
0.1% |
110-26 |
| Range |
0-18 |
0-14 |
-0-04 |
-22.2% |
1-19 |
| ATR |
0-23 |
0-22 |
-0-01 |
-2.7% |
0-00 |
| Volume |
23,217 |
237,148 |
213,931 |
921.4% |
882,207 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-09 |
112-02 |
111-07 |
|
| R3 |
111-27 |
111-20 |
111-03 |
|
| R2 |
111-13 |
111-13 |
111-02 |
|
| R1 |
111-06 |
111-06 |
111-00 |
111-10 |
| PP |
110-31 |
110-31 |
110-31 |
111-01 |
| S1 |
110-24 |
110-24 |
110-30 |
110-28 |
| S2 |
110-17 |
110-17 |
110-28 |
|
| S3 |
110-03 |
110-10 |
110-27 |
|
| S4 |
109-21 |
109-28 |
110-23 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-02 |
115-01 |
111-22 |
|
| R3 |
114-15 |
113-14 |
111-08 |
|
| R2 |
112-28 |
112-28 |
111-03 |
|
| R1 |
111-27 |
111-27 |
110-31 |
111-18 |
| PP |
111-09 |
111-09 |
111-09 |
111-04 |
| S1 |
110-08 |
110-08 |
110-21 |
109-31 |
| S2 |
109-22 |
109-22 |
110-17 |
|
| S3 |
108-03 |
108-21 |
110-12 |
|
| S4 |
106-16 |
107-02 |
109-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-10 |
110-23 |
1-19 |
1.4% |
0-19 |
0.5% |
16% |
False |
False |
179,523 |
| 10 |
112-28 |
110-23 |
2-05 |
1.9% |
0-21 |
0.6% |
12% |
False |
False |
227,091 |
| 20 |
113-24 |
110-23 |
3-01 |
2.7% |
0-22 |
0.6% |
8% |
False |
False |
208,786 |
| 40 |
114-30 |
110-23 |
4-07 |
3.8% |
0-23 |
0.6% |
6% |
False |
False |
228,460 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-22 |
0.6% |
23% |
False |
False |
152,850 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
23% |
False |
False |
114,733 |
| 100 |
114-30 |
109-25 |
5-05 |
4.6% |
0-17 |
0.5% |
23% |
False |
False |
91,791 |
| 120 |
114-30 |
107-25 |
7-05 |
6.4% |
0-14 |
0.4% |
45% |
False |
False |
76,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-02 |
|
2.618 |
112-11 |
|
1.618 |
111-29 |
|
1.000 |
111-20 |
|
0.618 |
111-15 |
|
HIGH |
111-06 |
|
0.618 |
111-01 |
|
0.500 |
110-31 |
|
0.382 |
110-29 |
|
LOW |
110-24 |
|
0.618 |
110-15 |
|
1.000 |
110-10 |
|
1.618 |
110-01 |
|
2.618 |
109-19 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-31 |
111-08 |
| PP |
110-31 |
111-05 |
| S1 |
110-31 |
111-02 |
|