ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 19-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-21 |
111-00 |
0-11 |
0.3% |
110-24 |
| High |
111-01 |
111-04 |
0-03 |
0.1% |
111-07 |
| Low |
110-08 |
110-16 |
0-08 |
0.2% |
110-08 |
| Close |
110-30 |
110-25 |
-0-05 |
-0.1% |
110-25 |
| Range |
0-25 |
0-20 |
-0-05 |
-20.0% |
0-31 |
| ATR |
0-22 |
0-22 |
0-00 |
-0.7% |
0-00 |
| Volume |
441,245 |
313,493 |
-127,752 |
-29.0% |
1,342,296 |
|
| Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-22 |
112-11 |
111-04 |
|
| R3 |
112-02 |
111-23 |
110-30 |
|
| R2 |
111-14 |
111-14 |
110-29 |
|
| R1 |
111-03 |
111-03 |
110-27 |
110-30 |
| PP |
110-26 |
110-26 |
110-26 |
110-23 |
| S1 |
110-15 |
110-15 |
110-23 |
110-10 |
| S2 |
110-06 |
110-06 |
110-21 |
|
| S3 |
109-18 |
109-27 |
110-20 |
|
| S4 |
108-30 |
109-07 |
110-14 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-21 |
113-06 |
111-10 |
|
| R3 |
112-22 |
112-07 |
111-02 |
|
| R2 |
111-23 |
111-23 |
110-31 |
|
| R1 |
111-08 |
111-08 |
110-28 |
111-16 |
| PP |
110-24 |
110-24 |
110-24 |
110-28 |
| S1 |
110-09 |
110-09 |
110-22 |
110-16 |
| S2 |
109-25 |
109-25 |
110-19 |
|
| S3 |
108-26 |
109-10 |
110-16 |
|
| S4 |
107-27 |
108-11 |
110-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-09 |
110-08 |
1-01 |
0.9% |
0-20 |
0.6% |
52% |
False |
False |
273,102 |
| 10 |
112-28 |
110-08 |
2-20 |
2.4% |
0-22 |
0.6% |
20% |
False |
False |
263,675 |
| 20 |
113-06 |
110-08 |
2-30 |
2.7% |
0-22 |
0.6% |
18% |
False |
False |
217,244 |
| 40 |
114-30 |
110-08 |
4-22 |
4.2% |
0-22 |
0.6% |
11% |
False |
False |
254,619 |
| 60 |
114-30 |
109-31 |
4-31 |
4.5% |
0-23 |
0.6% |
16% |
False |
False |
171,237 |
| 80 |
114-30 |
109-25 |
5-05 |
4.7% |
0-20 |
0.6% |
19% |
False |
False |
128,539 |
| 100 |
114-30 |
109-25 |
5-05 |
4.7% |
0-18 |
0.5% |
19% |
False |
False |
102,843 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-15 |
0.4% |
39% |
False |
False |
85,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-25 |
|
2.618 |
112-24 |
|
1.618 |
112-04 |
|
1.000 |
111-24 |
|
0.618 |
111-16 |
|
HIGH |
111-04 |
|
0.618 |
110-28 |
|
0.500 |
110-26 |
|
0.382 |
110-24 |
|
LOW |
110-16 |
|
0.618 |
110-04 |
|
1.000 |
109-28 |
|
1.618 |
109-16 |
|
2.618 |
108-28 |
|
4.250 |
107-27 |
|
|
| Fisher Pivots for day following 19-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-26 |
110-24 |
| PP |
110-26 |
110-24 |
| S1 |
110-25 |
110-24 |
|