ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 04-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
112-02 |
111-30 |
-0-04 |
-0.1% |
112-13 |
| High |
112-05 |
112-16 |
0-11 |
0.3% |
112-13 |
| Low |
111-17 |
111-30 |
0-13 |
0.4% |
111-06 |
| Close |
111-28 |
112-11 |
0-15 |
0.4% |
111-12 |
| Range |
0-20 |
0-18 |
-0-02 |
-10.0% |
1-07 |
| ATR |
0-15 |
0-15 |
0-00 |
2.5% |
0-00 |
| Volume |
584 |
186 |
-398 |
-68.2% |
399 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-30 |
113-23 |
112-21 |
|
| R3 |
113-12 |
113-05 |
112-16 |
|
| R2 |
112-26 |
112-26 |
112-14 |
|
| R1 |
112-19 |
112-19 |
112-13 |
112-22 |
| PP |
112-08 |
112-08 |
112-08 |
112-10 |
| S1 |
112-01 |
112-01 |
112-09 |
112-04 |
| S2 |
111-22 |
111-22 |
112-08 |
|
| S3 |
111-04 |
111-15 |
112-06 |
|
| S4 |
110-18 |
110-29 |
112-01 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-10 |
114-18 |
112-01 |
|
| R3 |
114-03 |
113-11 |
111-23 |
|
| R2 |
112-28 |
112-28 |
111-19 |
|
| R1 |
112-04 |
112-04 |
111-16 |
111-28 |
| PP |
111-21 |
111-21 |
111-21 |
111-17 |
| S1 |
110-29 |
110-29 |
111-08 |
110-22 |
| S2 |
110-14 |
110-14 |
111-05 |
|
| S3 |
109-07 |
109-22 |
111-01 |
|
| S4 |
108-00 |
108-15 |
110-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-16 |
111-06 |
1-10 |
1.2% |
0-12 |
0.3% |
88% |
True |
False |
222 |
| 10 |
112-30 |
111-06 |
1-24 |
1.6% |
0-11 |
0.3% |
66% |
False |
False |
128 |
| 20 |
114-01 |
111-06 |
2-27 |
2.5% |
0-12 |
0.3% |
41% |
False |
False |
77 |
| 40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-08 |
0.2% |
33% |
False |
False |
44 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-05 |
0.1% |
50% |
False |
False |
29 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
50% |
False |
False |
22 |
| 100 |
114-22 |
108-26 |
5-28 |
5.2% |
0-05 |
0.1% |
60% |
False |
False |
18 |
| 120 |
114-22 |
106-25 |
7-29 |
7.0% |
0-04 |
0.1% |
70% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-28 |
|
2.618 |
113-31 |
|
1.618 |
113-13 |
|
1.000 |
113-02 |
|
0.618 |
112-27 |
|
HIGH |
112-16 |
|
0.618 |
112-09 |
|
0.500 |
112-07 |
|
0.382 |
112-05 |
|
LOW |
111-30 |
|
0.618 |
111-19 |
|
1.000 |
111-12 |
|
1.618 |
111-01 |
|
2.618 |
110-15 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 04-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-10 |
112-08 |
| PP |
112-08 |
112-04 |
| S1 |
112-07 |
112-00 |
|