ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-00 |
110-21 |
-0-11 |
-0.3% |
112-05 |
| High |
111-07 |
111-01 |
-0-06 |
-0.2% |
112-10 |
| Low |
110-17 |
110-08 |
-0-09 |
-0.3% |
110-23 |
| Close |
110-18 |
110-30 |
0-12 |
0.3% |
110-26 |
| Range |
0-22 |
0-25 |
0-03 |
13.6% |
1-19 |
| ATR |
0-22 |
0-22 |
0-00 |
1.0% |
0-00 |
| Volume |
350,410 |
441,245 |
90,835 |
25.9% |
882,207 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-03 |
112-25 |
111-12 |
|
| R3 |
112-10 |
112-00 |
111-05 |
|
| R2 |
111-17 |
111-17 |
111-03 |
|
| R1 |
111-07 |
111-07 |
111-00 |
111-12 |
| PP |
110-24 |
110-24 |
110-24 |
110-26 |
| S1 |
110-14 |
110-14 |
110-28 |
110-19 |
| S2 |
109-31 |
109-31 |
110-25 |
|
| S3 |
109-06 |
109-21 |
110-23 |
|
| S4 |
108-13 |
108-28 |
110-16 |
|
|
| 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 |
111-26 |
110-08 |
1-18 |
1.4% |
0-21 |
0.6% |
44% |
False |
True |
214,681 |
| 10 |
112-28 |
110-08 |
2-20 |
2.4% |
0-22 |
0.6% |
26% |
False |
True |
263,156 |
| 20 |
113-06 |
110-08 |
2-30 |
2.6% |
0-22 |
0.6% |
23% |
False |
True |
215,593 |
| 40 |
114-30 |
110-08 |
4-22 |
4.2% |
0-22 |
0.6% |
15% |
False |
True |
247,328 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-22 |
0.6% |
22% |
False |
False |
166,039 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
22% |
False |
False |
124,625 |
| 100 |
114-30 |
109-25 |
5-05 |
4.6% |
0-18 |
0.5% |
22% |
False |
False |
99,708 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-15 |
0.4% |
42% |
False |
False |
83,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-11 |
|
2.618 |
113-02 |
|
1.618 |
112-09 |
|
1.000 |
111-26 |
|
0.618 |
111-16 |
|
HIGH |
111-01 |
|
0.618 |
110-23 |
|
0.500 |
110-20 |
|
0.382 |
110-18 |
|
LOW |
110-08 |
|
0.618 |
109-25 |
|
1.000 |
109-15 |
|
1.618 |
109-00 |
|
2.618 |
108-07 |
|
4.250 |
106-30 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-27 |
110-28 |
| PP |
110-24 |
110-26 |
| S1 |
110-20 |
110-24 |
|