ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 25-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
110-11 |
110-09 |
-0-02 |
-0.1% |
110-24 |
| High |
110-19 |
110-13 |
-0-06 |
-0.2% |
111-07 |
| Low |
110-06 |
109-17 |
-0-21 |
-0.6% |
110-08 |
| Close |
110-10 |
109-23 |
-0-19 |
-0.5% |
110-25 |
| Range |
0-13 |
0-28 |
0-15 |
115.4% |
0-31 |
| ATR |
0-21 |
0-22 |
0-00 |
2.4% |
0-00 |
| Volume |
286,489 |
419,847 |
133,358 |
46.5% |
1,342,296 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-16 |
112-00 |
110-06 |
|
| R3 |
111-20 |
111-04 |
109-31 |
|
| R2 |
110-24 |
110-24 |
109-28 |
|
| R1 |
110-08 |
110-08 |
109-26 |
110-02 |
| PP |
109-28 |
109-28 |
109-28 |
109-26 |
| S1 |
109-12 |
109-12 |
109-20 |
109-06 |
| S2 |
109-00 |
109-00 |
109-18 |
|
| S3 |
108-04 |
108-16 |
109-15 |
|
| S4 |
107-08 |
107-20 |
109-08 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-21 |
113-06 |
111-10 |
|
| R3 |
112-22 |
112-07 |
111-02 |
|
| R2 |
111-23 |
111-23 |
110-31 |
|
| R1 |
111-08 |
111-08 |
110-28 |
111-16 |
| PP |
110-24 |
110-24 |
110-24 |
110-28 |
| S1 |
110-09 |
110-09 |
110-22 |
110-16 |
| S2 |
109-25 |
109-25 |
110-19 |
|
| S3 |
108-26 |
109-10 |
110-16 |
|
| S4 |
107-27 |
108-11 |
110-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-04 |
109-17 |
1-19 |
1.5% |
0-20 |
0.6% |
12% |
False |
True |
326,526 |
| 10 |
111-26 |
109-17 |
2-09 |
2.1% |
0-21 |
0.6% |
8% |
False |
True |
270,603 |
| 20 |
112-28 |
109-17 |
3-11 |
3.0% |
0-22 |
0.6% |
6% |
False |
True |
254,243 |
| 40 |
114-30 |
109-17 |
5-13 |
4.9% |
0-22 |
0.6% |
3% |
False |
True |
279,792 |
| 60 |
114-30 |
109-17 |
5-13 |
4.9% |
0-23 |
0.6% |
3% |
False |
True |
193,176 |
| 80 |
114-30 |
109-17 |
5-13 |
4.9% |
0-20 |
0.6% |
3% |
False |
True |
145,005 |
| 100 |
114-30 |
109-17 |
5-13 |
4.9% |
0-18 |
0.5% |
3% |
False |
True |
116,033 |
| 120 |
114-30 |
108-03 |
6-27 |
6.2% |
0-16 |
0.4% |
24% |
False |
False |
96,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-04 |
|
2.618 |
112-22 |
|
1.618 |
111-26 |
|
1.000 |
111-09 |
|
0.618 |
110-30 |
|
HIGH |
110-13 |
|
0.618 |
110-02 |
|
0.500 |
109-31 |
|
0.382 |
109-28 |
|
LOW |
109-17 |
|
0.618 |
109-00 |
|
1.000 |
108-21 |
|
1.618 |
108-04 |
|
2.618 |
107-08 |
|
4.250 |
105-26 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
109-31 |
110-08 |
| PP |
109-28 |
110-03 |
| S1 |
109-26 |
109-29 |
|