ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 02-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
111-17 |
111-15 |
-0-02 |
-0.1% |
112-07 |
| High |
111-23 |
111-28 |
0-05 |
0.1% |
112-20 |
| Low |
111-05 |
111-14 |
0-09 |
0.3% |
111-04 |
| Close |
111-14 |
111-23 |
0-09 |
0.3% |
111-14 |
| Range |
0-18 |
0-14 |
-0-04 |
-22.2% |
1-16 |
| ATR |
0-23 |
0-22 |
-0-01 |
-2.8% |
0-00 |
| Volume |
93,605 |
112,718 |
19,113 |
20.4% |
446,204 |
|
| Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-00 |
112-25 |
111-31 |
|
| R3 |
112-18 |
112-11 |
111-27 |
|
| R2 |
112-04 |
112-04 |
111-26 |
|
| R1 |
111-29 |
111-29 |
111-24 |
112-00 |
| PP |
111-22 |
111-22 |
111-22 |
111-23 |
| S1 |
111-15 |
111-15 |
111-22 |
111-18 |
| S2 |
111-08 |
111-08 |
111-20 |
|
| S3 |
110-26 |
111-01 |
111-19 |
|
| S4 |
110-12 |
110-19 |
111-15 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-07 |
115-11 |
112-08 |
|
| R3 |
114-23 |
113-27 |
111-27 |
|
| R2 |
113-07 |
113-07 |
111-23 |
|
| R1 |
112-11 |
112-11 |
111-18 |
112-01 |
| PP |
111-23 |
111-23 |
111-23 |
111-18 |
| S1 |
110-27 |
110-27 |
111-10 |
110-17 |
| S2 |
110-07 |
110-07 |
111-05 |
|
| S3 |
108-23 |
109-11 |
111-01 |
|
| S4 |
107-07 |
107-27 |
110-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-20 |
111-04 |
1-16 |
1.3% |
0-21 |
0.6% |
40% |
False |
False |
111,784 |
| 10 |
113-06 |
111-04 |
2-02 |
1.8% |
0-21 |
0.6% |
29% |
False |
False |
155,570 |
| 20 |
114-29 |
111-04 |
3-25 |
3.4% |
0-23 |
0.6% |
16% |
False |
False |
257,574 |
| 40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-23 |
0.7% |
16% |
False |
False |
175,057 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-20 |
0.6% |
38% |
False |
False |
116,950 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-18 |
0.5% |
38% |
False |
False |
87,759 |
| 100 |
114-30 |
108-03 |
6-27 |
6.1% |
0-15 |
0.4% |
53% |
False |
False |
70,209 |
| 120 |
114-30 |
106-27 |
8-03 |
7.2% |
0-13 |
0.4% |
60% |
False |
False |
58,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-24 |
|
2.618 |
113-01 |
|
1.618 |
112-19 |
|
1.000 |
112-10 |
|
0.618 |
112-05 |
|
HIGH |
111-28 |
|
0.618 |
111-23 |
|
0.500 |
111-21 |
|
0.382 |
111-19 |
|
LOW |
111-14 |
|
0.618 |
111-05 |
|
1.000 |
111-00 |
|
1.618 |
110-23 |
|
2.618 |
110-09 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 02-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-22 |
111-22 |
| PP |
111-22 |
111-21 |
| S1 |
111-21 |
111-20 |
|