ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 24-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-28 |
110-11 |
-0-17 |
-0.5% |
110-24 |
| High |
111-00 |
110-19 |
-0-13 |
-0.4% |
111-07 |
| Low |
110-09 |
110-06 |
-0-03 |
-0.1% |
110-08 |
| Close |
110-13 |
110-10 |
-0-03 |
-0.1% |
110-25 |
| Range |
0-23 |
0-13 |
-0-10 |
-43.5% |
0-31 |
| ATR |
0-22 |
0-21 |
-0-01 |
-2.9% |
0-00 |
| Volume |
421,973 |
286,489 |
-135,484 |
-32.1% |
1,342,296 |
|
| Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-19 |
111-11 |
110-17 |
|
| R3 |
111-06 |
110-30 |
110-14 |
|
| R2 |
110-25 |
110-25 |
110-12 |
|
| R1 |
110-17 |
110-17 |
110-11 |
110-14 |
| PP |
110-12 |
110-12 |
110-12 |
110-10 |
| S1 |
110-04 |
110-04 |
110-09 |
110-02 |
| S2 |
109-31 |
109-31 |
110-08 |
|
| S3 |
109-18 |
109-23 |
110-06 |
|
| S4 |
109-05 |
109-10 |
110-03 |
|
|
| 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 |
111-04 |
110-06 |
0-30 |
0.8% |
0-19 |
0.5% |
13% |
False |
True |
330,805 |
| 10 |
112-08 |
110-06 |
2-02 |
1.9% |
0-20 |
0.6% |
6% |
False |
True |
265,337 |
| 20 |
112-28 |
110-06 |
2-22 |
2.4% |
0-21 |
0.6% |
5% |
False |
True |
236,078 |
| 40 |
114-30 |
110-06 |
4-24 |
4.3% |
0-22 |
0.6% |
3% |
False |
True |
274,106 |
| 60 |
114-30 |
110-06 |
4-24 |
4.3% |
0-23 |
0.6% |
3% |
False |
True |
186,202 |
| 80 |
114-30 |
109-25 |
5-05 |
4.7% |
0-20 |
0.6% |
10% |
False |
False |
139,758 |
| 100 |
114-30 |
109-25 |
5-05 |
4.7% |
0-18 |
0.5% |
10% |
False |
False |
111,835 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-15 |
0.4% |
32% |
False |
False |
93,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-10 |
|
2.618 |
111-21 |
|
1.618 |
111-08 |
|
1.000 |
111-00 |
|
0.618 |
110-27 |
|
HIGH |
110-19 |
|
0.618 |
110-14 |
|
0.500 |
110-12 |
|
0.382 |
110-11 |
|
LOW |
110-06 |
|
0.618 |
109-30 |
|
1.000 |
109-25 |
|
1.618 |
109-17 |
|
2.618 |
109-04 |
|
4.250 |
108-15 |
|
|
| Fisher Pivots for day following 24-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-20 |
| PP |
110-12 |
110-17 |
| S1 |
110-11 |
110-13 |
|