ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 31-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
109-11 |
109-18 |
0-07 |
0.2% |
110-23 |
| High |
109-20 |
110-11 |
0-23 |
0.7% |
111-02 |
| Low |
109-11 |
109-07 |
-0-04 |
-0.1% |
109-06 |
| Close |
109-16 |
110-04 |
0-20 |
0.6% |
109-17 |
| Range |
0-09 |
1-04 |
0-27 |
300.0% |
1-28 |
| ATR |
0-20 |
0-21 |
0-01 |
5.6% |
0-00 |
| Volume |
220,845 |
551,826 |
330,981 |
149.9% |
1,721,082 |
|
| Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-09 |
112-26 |
110-24 |
|
| R3 |
112-05 |
111-22 |
110-14 |
|
| R2 |
111-01 |
111-01 |
110-11 |
|
| R1 |
110-18 |
110-18 |
110-07 |
110-26 |
| PP |
109-29 |
109-29 |
109-29 |
110-00 |
| S1 |
109-14 |
109-14 |
110-01 |
109-22 |
| S2 |
108-25 |
108-25 |
109-29 |
|
| S3 |
107-21 |
108-10 |
109-26 |
|
| S4 |
106-17 |
107-06 |
109-16 |
|
|
| 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 |
110-13 |
109-06 |
1-07 |
1.1% |
0-22 |
0.6% |
77% |
False |
False |
369,560 |
| 10 |
111-04 |
109-06 |
1-30 |
1.8% |
0-21 |
0.6% |
48% |
False |
False |
350,183 |
| 20 |
112-28 |
109-06 |
3-22 |
3.3% |
0-21 |
0.6% |
25% |
False |
False |
300,522 |
| 40 |
114-29 |
109-06 |
5-23 |
5.2% |
0-22 |
0.6% |
16% |
False |
False |
279,048 |
| 60 |
114-30 |
109-06 |
5-24 |
5.2% |
0-23 |
0.6% |
16% |
False |
False |
216,879 |
| 80 |
114-30 |
109-06 |
5-24 |
5.2% |
0-21 |
0.6% |
16% |
False |
False |
162,843 |
| 100 |
114-30 |
109-06 |
5-24 |
5.2% |
0-19 |
0.5% |
16% |
False |
False |
130,311 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-16 |
0.5% |
30% |
False |
False |
108,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-04 |
|
2.618 |
113-09 |
|
1.618 |
112-05 |
|
1.000 |
111-15 |
|
0.618 |
111-01 |
|
HIGH |
110-11 |
|
0.618 |
109-29 |
|
0.500 |
109-25 |
|
0.382 |
109-21 |
|
LOW |
109-07 |
|
0.618 |
108-17 |
|
1.000 |
108-03 |
|
1.618 |
107-13 |
|
2.618 |
106-09 |
|
4.250 |
104-14 |
|
|
| Fisher Pivots for day following 31-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-00 |
110-00 |
| PP |
109-29 |
109-29 |
| S1 |
109-25 |
109-25 |
|