ECBOT 30 Year Treasury Bond Future March 2007
Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
109-18 |
109-11 |
-0-07 |
-0.2% |
110-23 |
High |
109-25 |
109-20 |
-0-05 |
-0.1% |
111-02 |
Low |
109-08 |
109-11 |
0-03 |
0.1% |
109-06 |
Close |
109-13 |
109-16 |
0-03 |
0.1% |
109-17 |
Range |
0-17 |
0-09 |
-0-08 |
-47.1% |
1-28 |
ATR |
0-21 |
0-20 |
-0-01 |
-4.1% |
0-00 |
Volume |
253,340 |
220,845 |
-32,495 |
-12.8% |
1,721,082 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-11 |
110-06 |
109-21 |
|
R3 |
110-02 |
109-29 |
109-18 |
|
R2 |
109-25 |
109-25 |
109-18 |
|
R1 |
109-20 |
109-20 |
109-17 |
109-22 |
PP |
109-16 |
109-16 |
109-16 |
109-17 |
S1 |
109-11 |
109-11 |
109-15 |
109-14 |
S2 |
109-07 |
109-07 |
109-14 |
|
S3 |
108-30 |
109-02 |
109-14 |
|
S4 |
108-21 |
108-25 |
109-11 |
|
|
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 |
110-19 |
109-06 |
1-13 |
1.3% |
0-17 |
0.5% |
22% |
False |
False |
316,493 |
10 |
111-07 |
109-06 |
2-01 |
1.9% |
0-19 |
0.5% |
15% |
False |
False |
330,041 |
20 |
112-28 |
109-06 |
3-22 |
3.4% |
0-20 |
0.6% |
8% |
False |
False |
278,566 |
40 |
114-30 |
109-06 |
5-24 |
5.3% |
0-22 |
0.6% |
5% |
False |
False |
278,885 |
60 |
114-30 |
109-06 |
5-24 |
5.3% |
0-22 |
0.6% |
5% |
False |
False |
207,686 |
80 |
114-30 |
109-06 |
5-24 |
5.3% |
0-20 |
0.6% |
5% |
False |
False |
155,949 |
100 |
114-30 |
109-06 |
5-24 |
5.3% |
0-18 |
0.5% |
5% |
False |
False |
124,793 |
120 |
114-30 |
108-03 |
6-27 |
6.3% |
0-16 |
0.5% |
21% |
False |
False |
103,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-26 |
2.618 |
110-12 |
1.618 |
110-03 |
1.000 |
109-29 |
0.618 |
109-26 |
HIGH |
109-20 |
0.618 |
109-17 |
0.500 |
109-16 |
0.382 |
109-14 |
LOW |
109-11 |
0.618 |
109-05 |
1.000 |
109-02 |
1.618 |
108-28 |
2.618 |
108-19 |
4.250 |
108-05 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
109-16 |
109-16 |
PP |
109-16 |
109-16 |
S1 |
109-16 |
109-16 |
|