ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
112-16 |
112-04 |
-0-12 |
-0.3% |
111-19 |
| High |
112-23 |
112-04 |
-0-19 |
-0.5% |
112-23 |
| Low |
111-08 |
111-27 |
0-19 |
0.5% |
111-08 |
| Close |
112-03 |
112-02 |
-0-01 |
0.0% |
112-03 |
| Range |
1-15 |
0-09 |
-1-06 |
-80.9% |
1-15 |
| ATR |
0-17 |
0-17 |
-0-01 |
-3.4% |
0-00 |
| Volume |
430 |
207 |
-223 |
-51.9% |
1,201 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-27 |
112-24 |
112-07 |
|
| R3 |
112-18 |
112-15 |
112-04 |
|
| R2 |
112-09 |
112-09 |
112-04 |
|
| R1 |
112-06 |
112-06 |
112-03 |
112-03 |
| PP |
112-00 |
112-00 |
112-00 |
111-31 |
| S1 |
111-29 |
111-29 |
112-01 |
111-26 |
| S2 |
111-23 |
111-23 |
112-00 |
|
| S3 |
111-14 |
111-20 |
112-00 |
|
| S4 |
111-05 |
111-11 |
111-29 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
115-23 |
112-29 |
|
| R3 |
114-31 |
114-08 |
112-16 |
|
| R2 |
113-16 |
113-16 |
112-12 |
|
| R1 |
112-25 |
112-25 |
112-07 |
113-04 |
| PP |
112-01 |
112-01 |
112-01 |
112-06 |
| S1 |
111-10 |
111-10 |
111-31 |
111-22 |
| S2 |
110-18 |
110-18 |
111-26 |
|
| S3 |
109-03 |
109-27 |
111-22 |
|
| S4 |
107-20 |
108-12 |
111-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-23 |
111-08 |
1-15 |
1.3% |
0-19 |
0.5% |
55% |
False |
False |
281 |
| 10 |
112-23 |
111-06 |
1-17 |
1.4% |
0-15 |
0.4% |
57% |
False |
False |
185 |
| 20 |
114-00 |
111-06 |
2-26 |
2.5% |
0-15 |
0.4% |
31% |
False |
False |
108 |
| 40 |
114-22 |
111-06 |
3-16 |
3.1% |
0-09 |
0.3% |
25% |
False |
False |
59 |
| 60 |
114-22 |
110-00 |
4-22 |
4.2% |
0-06 |
0.2% |
44% |
False |
False |
40 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
44% |
False |
False |
30 |
| 100 |
114-22 |
109-12 |
5-10 |
4.7% |
0-06 |
0.2% |
51% |
False |
False |
24 |
| 120 |
114-22 |
107-16 |
7-06 |
6.4% |
0-05 |
0.1% |
63% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-10 |
|
2.618 |
112-28 |
|
1.618 |
112-19 |
|
1.000 |
112-13 |
|
0.618 |
112-10 |
|
HIGH |
112-04 |
|
0.618 |
112-01 |
|
0.500 |
112-00 |
|
0.382 |
111-30 |
|
LOW |
111-27 |
|
0.618 |
111-21 |
|
1.000 |
111-18 |
|
1.618 |
111-12 |
|
2.618 |
111-03 |
|
4.250 |
110-21 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-01 |
112-01 |
| PP |
112-00 |
112-00 |
| S1 |
112-00 |
112-00 |
|