ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 26-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-09 |
109-19 |
-0-22 |
-0.6% |
110-23 |
| High |
110-13 |
109-26 |
-0-19 |
-0.5% |
111-02 |
| Low |
109-17 |
109-06 |
-0-11 |
-0.3% |
109-06 |
| Close |
109-23 |
109-17 |
-0-06 |
-0.2% |
109-17 |
| Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
1-28 |
| ATR |
0-22 |
0-21 |
0-00 |
-0.5% |
0-00 |
| Volume |
419,847 |
401,945 |
-17,902 |
-4.3% |
1,721,082 |
|
| Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-12 |
111-03 |
109-28 |
|
| R3 |
110-24 |
110-15 |
109-22 |
|
| R2 |
110-04 |
110-04 |
109-21 |
|
| R1 |
109-27 |
109-27 |
109-19 |
109-22 |
| PP |
109-16 |
109-16 |
109-16 |
109-14 |
| S1 |
109-07 |
109-07 |
109-15 |
109-02 |
| S2 |
108-28 |
108-28 |
109-13 |
|
| S3 |
108-08 |
108-19 |
109-12 |
|
| S4 |
107-20 |
107-31 |
109-06 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-18 |
114-13 |
110-18 |
|
| R3 |
113-22 |
112-17 |
110-02 |
|
| R2 |
111-26 |
111-26 |
109-28 |
|
| R1 |
110-21 |
110-21 |
109-22 |
110-10 |
| PP |
109-30 |
109-30 |
109-30 |
109-24 |
| S1 |
108-25 |
108-25 |
109-12 |
108-14 |
| S2 |
108-02 |
108-02 |
109-06 |
|
| S3 |
106-06 |
106-29 |
109-00 |
|
| S4 |
104-10 |
105-01 |
108-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-02 |
109-06 |
1-28 |
1.7% |
0-20 |
0.6% |
18% |
False |
True |
344,216 |
| 10 |
111-09 |
109-06 |
2-03 |
1.9% |
0-20 |
0.6% |
16% |
False |
True |
308,659 |
| 20 |
112-28 |
109-06 |
3-22 |
3.4% |
0-22 |
0.6% |
9% |
False |
True |
268,376 |
| 40 |
114-30 |
109-06 |
5-24 |
5.2% |
0-22 |
0.6% |
6% |
False |
True |
284,661 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-23 |
0.6% |
6% |
False |
True |
199,862 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-21 |
0.6% |
6% |
False |
True |
150,026 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-18 |
0.5% |
6% |
False |
True |
120,052 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-16 |
0.4% |
21% |
False |
False |
100,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-15 |
|
2.618 |
111-14 |
|
1.618 |
110-26 |
|
1.000 |
110-14 |
|
0.618 |
110-06 |
|
HIGH |
109-26 |
|
0.618 |
109-18 |
|
0.500 |
109-16 |
|
0.382 |
109-14 |
|
LOW |
109-06 |
|
0.618 |
108-26 |
|
1.000 |
108-18 |
|
1.618 |
108-06 |
|
2.618 |
107-18 |
|
4.250 |
106-17 |
|
|
| Fisher Pivots for day following 26-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-17 |
109-28 |
| PP |
109-16 |
109-25 |
| S1 |
109-16 |
109-21 |
|