ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 26-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-06 |
109-14 |
-0-24 |
-0.7% |
109-27 |
| High |
110-09 |
109-30 |
-0-11 |
-0.3% |
110-30 |
| Low |
109-16 |
109-06 |
-0-10 |
-0.3% |
109-06 |
| Close |
109-20 |
109-14 |
-0-06 |
-0.2% |
109-14 |
| Range |
0-25 |
0-24 |
-0-01 |
-4.0% |
1-24 |
| ATR |
0-17 |
0-17 |
0-01 |
3.1% |
0-00 |
| Volume |
1,366 |
1,474 |
108 |
7.9% |
3,885 |
|
| Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-25 |
111-11 |
109-27 |
|
| R3 |
111-01 |
110-19 |
109-21 |
|
| R2 |
110-09 |
110-09 |
109-18 |
|
| R1 |
109-27 |
109-27 |
109-16 |
109-26 |
| PP |
109-17 |
109-17 |
109-17 |
109-16 |
| S1 |
109-03 |
109-03 |
109-12 |
109-02 |
| S2 |
108-25 |
108-25 |
109-10 |
|
| S3 |
108-01 |
108-11 |
109-07 |
|
| S4 |
107-09 |
107-19 |
109-01 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-03 |
114-01 |
110-13 |
|
| R3 |
113-11 |
112-09 |
109-29 |
|
| R2 |
111-19 |
111-19 |
109-24 |
|
| R1 |
110-17 |
110-17 |
109-19 |
110-06 |
| PP |
109-27 |
109-27 |
109-27 |
109-22 |
| S1 |
108-25 |
108-25 |
109-09 |
108-14 |
| S2 |
108-03 |
108-03 |
109-04 |
|
| S3 |
106-11 |
107-01 |
108-31 |
|
| S4 |
104-19 |
105-09 |
108-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-30 |
109-06 |
1-24 |
1.6% |
0-21 |
0.6% |
14% |
False |
True |
777 |
| 10 |
111-04 |
109-06 |
1-30 |
1.8% |
0-16 |
0.5% |
13% |
False |
True |
704 |
| 20 |
112-23 |
109-06 |
3-17 |
3.2% |
0-15 |
0.4% |
7% |
False |
True |
453 |
| 40 |
114-22 |
109-06 |
5-16 |
5.0% |
0-13 |
0.4% |
5% |
False |
True |
241 |
| 60 |
114-22 |
109-06 |
5-16 |
5.0% |
0-09 |
0.3% |
5% |
False |
True |
161 |
| 80 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
5% |
False |
True |
121 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-08 |
0.2% |
5% |
False |
True |
97 |
| 120 |
114-22 |
108-01 |
6-21 |
6.1% |
0-06 |
0.2% |
21% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-04 |
|
2.618 |
111-29 |
|
1.618 |
111-05 |
|
1.000 |
110-22 |
|
0.618 |
110-13 |
|
HIGH |
109-30 |
|
0.618 |
109-21 |
|
0.500 |
109-18 |
|
0.382 |
109-15 |
|
LOW |
109-06 |
|
0.618 |
108-23 |
|
1.000 |
108-14 |
|
1.618 |
107-31 |
|
2.618 |
107-07 |
|
4.250 |
106-00 |
|
|
| Fisher Pivots for day following 26-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-18 |
109-27 |
| PP |
109-17 |
109-23 |
| S1 |
109-15 |
109-18 |
|