ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
109-19 |
109-18 |
-0-01 |
0.0% |
110-23 |
| High |
109-26 |
109-25 |
-0-01 |
0.0% |
111-02 |
| Low |
109-06 |
109-08 |
0-02 |
0.1% |
109-06 |
| Close |
109-17 |
109-13 |
-0-04 |
-0.1% |
109-17 |
| Range |
0-20 |
0-17 |
-0-03 |
-15.0% |
1-28 |
| ATR |
0-21 |
0-21 |
0-00 |
-1.5% |
0-00 |
| Volume |
401,945 |
253,340 |
-148,605 |
-37.0% |
1,721,082 |
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-02 |
110-25 |
109-22 |
|
| R3 |
110-17 |
110-08 |
109-18 |
|
| R2 |
110-00 |
110-00 |
109-16 |
|
| R1 |
109-23 |
109-23 |
109-15 |
109-19 |
| PP |
109-15 |
109-15 |
109-15 |
109-14 |
| S1 |
109-06 |
109-06 |
109-11 |
109-02 |
| S2 |
108-30 |
108-30 |
109-10 |
|
| S3 |
108-13 |
108-21 |
109-08 |
|
| S4 |
107-28 |
108-04 |
109-04 |
|
|
| 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 |
111-00 |
109-06 |
1-26 |
1.7% |
0-20 |
0.6% |
12% |
False |
False |
356,718 |
| 10 |
111-07 |
109-06 |
2-01 |
1.9% |
0-20 |
0.6% |
11% |
False |
False |
331,671 |
| 20 |
112-28 |
109-06 |
3-22 |
3.4% |
0-21 |
0.6% |
6% |
False |
False |
272,204 |
| 40 |
114-30 |
109-06 |
5-24 |
5.3% |
0-22 |
0.6% |
4% |
False |
False |
284,834 |
| 60 |
114-30 |
109-06 |
5-24 |
5.3% |
0-23 |
0.6% |
4% |
False |
False |
204,054 |
| 80 |
114-30 |
109-06 |
5-24 |
5.3% |
0-21 |
0.6% |
4% |
False |
False |
153,192 |
| 100 |
114-30 |
109-06 |
5-24 |
5.3% |
0-19 |
0.5% |
4% |
False |
False |
122,586 |
| 120 |
114-30 |
108-03 |
6-27 |
6.3% |
0-16 |
0.5% |
19% |
False |
False |
102,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-01 |
|
2.618 |
111-06 |
|
1.618 |
110-21 |
|
1.000 |
110-10 |
|
0.618 |
110-04 |
|
HIGH |
109-25 |
|
0.618 |
109-19 |
|
0.500 |
109-16 |
|
0.382 |
109-14 |
|
LOW |
109-08 |
|
0.618 |
108-29 |
|
1.000 |
108-23 |
|
1.618 |
108-12 |
|
2.618 |
107-27 |
|
4.250 |
107-00 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-16 |
109-26 |
| PP |
109-15 |
109-21 |
| S1 |
109-14 |
109-17 |
|