ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 19-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-13 |
111-00 |
0-19 |
0.5% |
110-22 |
| High |
110-30 |
111-00 |
0-02 |
0.1% |
111-00 |
| Low |
110-10 |
110-19 |
0-09 |
0.3% |
110-10 |
| Close |
110-27 |
110-22 |
-0-05 |
-0.1% |
110-22 |
| Range |
0-20 |
0-13 |
-0-07 |
-35.0% |
0-22 |
| ATR |
0-15 |
0-15 |
0-00 |
-1.0% |
0-00 |
| Volume |
2,034 |
202 |
-1,832 |
-90.1% |
3,159 |
|
| Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-31 |
111-24 |
110-29 |
|
| R3 |
111-18 |
111-11 |
110-26 |
|
| R2 |
111-05 |
111-05 |
110-24 |
|
| R1 |
110-30 |
110-30 |
110-23 |
110-27 |
| PP |
110-24 |
110-24 |
110-24 |
110-23 |
| S1 |
110-17 |
110-17 |
110-21 |
110-14 |
| S2 |
110-11 |
110-11 |
110-20 |
|
| S3 |
109-30 |
110-04 |
110-18 |
|
| S4 |
109-17 |
109-23 |
110-15 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-23 |
112-13 |
111-02 |
|
| R3 |
112-01 |
111-23 |
110-28 |
|
| R2 |
111-11 |
111-11 |
110-26 |
|
| R1 |
111-01 |
111-01 |
110-24 |
111-01 |
| PP |
110-21 |
110-21 |
110-21 |
110-22 |
| S1 |
110-11 |
110-11 |
110-20 |
110-11 |
| S2 |
109-31 |
109-31 |
110-18 |
|
| S3 |
109-09 |
109-21 |
110-16 |
|
| S4 |
108-19 |
108-31 |
110-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-04 |
110-10 |
0-26 |
0.7% |
0-12 |
0.3% |
46% |
False |
False |
632 |
| 10 |
112-23 |
110-10 |
2-13 |
2.2% |
0-13 |
0.4% |
16% |
False |
False |
407 |
| 20 |
112-30 |
110-10 |
2-20 |
2.4% |
0-12 |
0.3% |
14% |
False |
False |
267 |
| 40 |
114-22 |
110-10 |
4-12 |
4.0% |
0-11 |
0.3% |
9% |
False |
False |
145 |
| 60 |
114-22 |
110-10 |
4-12 |
4.0% |
0-08 |
0.2% |
9% |
False |
False |
97 |
| 80 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
15% |
False |
False |
73 |
| 100 |
114-22 |
110-00 |
4-22 |
4.2% |
0-07 |
0.2% |
15% |
False |
False |
58 |
| 120 |
114-22 |
108-01 |
6-21 |
6.0% |
0-06 |
0.2% |
40% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-23 |
|
2.618 |
112-02 |
|
1.618 |
111-21 |
|
1.000 |
111-13 |
|
0.618 |
111-08 |
|
HIGH |
111-00 |
|
0.618 |
110-27 |
|
0.500 |
110-26 |
|
0.382 |
110-24 |
|
LOW |
110-19 |
|
0.618 |
110-11 |
|
1.000 |
110-06 |
|
1.618 |
109-30 |
|
2.618 |
109-17 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 19-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-26 |
110-22 |
| PP |
110-24 |
110-21 |
| S1 |
110-23 |
110-21 |
|