ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 09-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
112-05 |
112-05 |
0-00 |
0.0% |
111-15 |
| High |
112-07 |
112-10 |
0-03 |
0.1% |
112-28 |
| Low |
111-27 |
111-29 |
0-02 |
0.1% |
111-14 |
| Close |
112-04 |
112-04 |
0-00 |
0.0% |
112-05 |
| Range |
0-12 |
0-13 |
0-01 |
8.3% |
1-14 |
| ATR |
0-23 |
0-23 |
-0-01 |
-3.2% |
0-00 |
| Volume |
221,738 |
248,677 |
26,939 |
12.1% |
1,151,564 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-11 |
113-04 |
112-11 |
|
| R3 |
112-30 |
112-23 |
112-08 |
|
| R2 |
112-17 |
112-17 |
112-06 |
|
| R1 |
112-10 |
112-10 |
112-05 |
112-07 |
| PP |
112-04 |
112-04 |
112-04 |
112-02 |
| S1 |
111-29 |
111-29 |
112-03 |
111-26 |
| S2 |
111-23 |
111-23 |
112-02 |
|
| S3 |
111-10 |
111-16 |
112-00 |
|
| S4 |
110-29 |
111-03 |
111-29 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-15 |
115-24 |
112-30 |
|
| R3 |
115-01 |
114-10 |
112-18 |
|
| R2 |
113-19 |
113-19 |
112-13 |
|
| R1 |
112-28 |
112-28 |
112-09 |
113-08 |
| PP |
112-05 |
112-05 |
112-05 |
112-11 |
| S1 |
111-14 |
111-14 |
112-01 |
111-26 |
| S2 |
110-23 |
110-23 |
111-29 |
|
| S3 |
109-09 |
110-00 |
111-24 |
|
| S4 |
107-27 |
108-18 |
111-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-28 |
111-16 |
1-12 |
1.2% |
0-24 |
0.7% |
45% |
False |
False |
301,852 |
| 10 |
112-28 |
111-04 |
1-24 |
1.6% |
0-22 |
0.6% |
57% |
False |
False |
206,818 |
| 20 |
114-06 |
111-04 |
3-02 |
2.7% |
0-23 |
0.7% |
33% |
False |
False |
243,244 |
| 40 |
114-30 |
111-04 |
3-26 |
3.4% |
0-24 |
0.7% |
26% |
False |
False |
212,679 |
| 60 |
114-30 |
109-25 |
5-05 |
4.6% |
0-21 |
0.6% |
45% |
False |
False |
142,065 |
| 80 |
114-30 |
109-25 |
5-05 |
4.6% |
0-19 |
0.5% |
45% |
False |
False |
106,623 |
| 100 |
114-30 |
109-14 |
5-16 |
4.9% |
0-16 |
0.5% |
49% |
False |
False |
85,302 |
| 120 |
114-30 |
107-18 |
7-12 |
6.6% |
0-14 |
0.4% |
62% |
False |
False |
71,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-01 |
|
2.618 |
113-12 |
|
1.618 |
112-31 |
|
1.000 |
112-23 |
|
0.618 |
112-18 |
|
HIGH |
112-10 |
|
0.618 |
112-05 |
|
0.500 |
112-04 |
|
0.382 |
112-02 |
|
LOW |
111-29 |
|
0.618 |
111-21 |
|
1.000 |
111-16 |
|
1.618 |
111-08 |
|
2.618 |
110-27 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
112-04 |
112-06 |
| PP |
112-04 |
112-05 |
| S1 |
112-04 |
112-05 |
|