ECBOT 30 Year Treasury Bond Future September 2007
| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
109-14 |
109-10 |
-0-04 |
-0.1% |
110-27 |
| High |
109-14 |
109-10 |
-0-04 |
-0.1% |
110-27 |
| Low |
109-14 |
109-10 |
-0-04 |
-0.1% |
109-14 |
| Close |
109-14 |
109-10 |
-0-04 |
-0.1% |
109-14 |
| Range |
|
|
|
|
|
| ATR |
0-12 |
0-11 |
-0-01 |
-4.7% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-10 |
109-10 |
109-10 |
|
| R3 |
109-10 |
109-10 |
109-10 |
|
| R2 |
109-10 |
109-10 |
109-10 |
|
| R1 |
109-10 |
109-10 |
109-10 |
109-10 |
| PP |
109-10 |
109-10 |
109-10 |
109-10 |
| S1 |
109-10 |
109-10 |
109-10 |
109-10 |
| S2 |
109-10 |
109-10 |
109-10 |
|
| S3 |
109-10 |
109-10 |
109-10 |
|
| S4 |
109-10 |
109-10 |
109-10 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-04 |
113-06 |
110-07 |
|
| R3 |
112-23 |
111-25 |
109-26 |
|
| R2 |
111-10 |
111-10 |
109-22 |
|
| R1 |
110-12 |
110-12 |
109-18 |
110-04 |
| PP |
109-29 |
109-29 |
109-29 |
109-25 |
| S1 |
108-31 |
108-31 |
109-10 |
108-24 |
| S2 |
108-16 |
108-16 |
109-06 |
|
| S3 |
107-03 |
107-18 |
109-02 |
|
| S4 |
105-22 |
106-05 |
108-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-10 |
|
2.618 |
109-10 |
|
1.618 |
109-10 |
|
1.000 |
109-10 |
|
0.618 |
109-10 |
|
HIGH |
109-10 |
|
0.618 |
109-10 |
|
0.500 |
109-10 |
|
0.382 |
109-10 |
|
LOW |
109-10 |
|
0.618 |
109-10 |
|
1.000 |
109-10 |
|
1.618 |
109-10 |
|
2.618 |
109-10 |
|
4.250 |
109-10 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-10 |
109-15 |
| PP |
109-10 |
109-13 |
| S1 |
109-10 |
109-12 |
|