ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-00 |
109-27 |
-1-05 |
-1.0% |
110-22 |
| High |
111-00 |
110-30 |
-0-02 |
-0.1% |
111-00 |
| Low |
110-19 |
109-27 |
-0-24 |
-0.7% |
110-10 |
| Close |
110-22 |
110-27 |
0-05 |
0.1% |
110-22 |
| Range |
0-13 |
1-03 |
0-22 |
169.2% |
0-22 |
| ATR |
0-15 |
0-16 |
0-01 |
9.5% |
0-00 |
| Volume |
202 |
241 |
39 |
19.3% |
3,159 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-26 |
113-14 |
111-14 |
|
| R3 |
112-23 |
112-11 |
111-05 |
|
| R2 |
111-20 |
111-20 |
111-01 |
|
| R1 |
111-08 |
111-08 |
110-30 |
111-14 |
| PP |
110-17 |
110-17 |
110-17 |
110-20 |
| S1 |
110-05 |
110-05 |
110-24 |
110-11 |
| S2 |
109-14 |
109-14 |
110-21 |
|
| S3 |
108-11 |
109-02 |
110-17 |
|
| S4 |
107-08 |
107-31 |
110-08 |
|
|
| 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 |
111-00 |
109-27 |
1-05 |
1.0% |
0-16 |
0.5% |
86% |
False |
True |
680 |
| 10 |
112-04 |
109-27 |
2-09 |
2.1% |
0-12 |
0.3% |
44% |
False |
True |
388 |
| 20 |
112-30 |
109-27 |
3-03 |
2.8% |
0-14 |
0.4% |
32% |
False |
True |
279 |
| 40 |
114-22 |
109-27 |
4-27 |
4.4% |
0-12 |
0.3% |
21% |
False |
True |
151 |
| 60 |
114-22 |
109-27 |
4-27 |
4.4% |
0-08 |
0.2% |
21% |
False |
True |
101 |
| 80 |
114-22 |
109-27 |
4-27 |
4.4% |
0-08 |
0.2% |
21% |
False |
True |
76 |
| 100 |
114-22 |
109-27 |
4-27 |
4.4% |
0-07 |
0.2% |
21% |
False |
True |
61 |
| 120 |
114-22 |
108-01 |
6-21 |
6.0% |
0-06 |
0.2% |
42% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-19 |
|
2.618 |
113-26 |
|
1.618 |
112-23 |
|
1.000 |
112-01 |
|
0.618 |
111-20 |
|
HIGH |
110-30 |
|
0.618 |
110-17 |
|
0.500 |
110-12 |
|
0.382 |
110-08 |
|
LOW |
109-27 |
|
0.618 |
109-05 |
|
1.000 |
108-24 |
|
1.618 |
108-02 |
|
2.618 |
106-31 |
|
4.250 |
105-06 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-22 |
110-22 |
| PP |
110-17 |
110-18 |
| S1 |
110-12 |
110-14 |
|