ECBOT 30 Year Treasury Bond Future March 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 109-19 109-18 -0-01 0.0% 110-23
High 109-26 109-25 -0-01 0.0% 111-02
Low 109-06 109-08 0-02 0.1% 109-06
Close 109-17 109-13 -0-04 -0.1% 109-17
Range 0-20 0-17 -0-03 -15.0% 1-28
ATR 0-21 0-21 0-00 -1.5% 0-00
Volume 401,945 253,340 -148,605 -37.0% 1,721,082
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 111-02 110-25 109-22
R3 110-17 110-08 109-18
R2 110-00 110-00 109-16
R1 109-23 109-23 109-15 109-19
PP 109-15 109-15 109-15 109-14
S1 109-06 109-06 109-11 109-02
S2 108-30 108-30 109-10
S3 108-13 108-21 109-08
S4 107-28 108-04 109-04
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 115-18 114-13 110-18
R3 113-22 112-17 110-02
R2 111-26 111-26 109-28
R1 110-21 110-21 109-22 110-10
PP 109-30 109-30 109-30 109-24
S1 108-25 108-25 109-12 108-14
S2 108-02 108-02 109-06
S3 106-06 106-29 109-00
S4 104-10 105-01 108-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-00 109-06 1-26 1.7% 0-20 0.6% 12% False False 356,718
10 111-07 109-06 2-01 1.9% 0-20 0.6% 11% False False 331,671
20 112-28 109-06 3-22 3.4% 0-21 0.6% 6% False False 272,204
40 114-30 109-06 5-24 5.3% 0-22 0.6% 4% False False 284,834
60 114-30 109-06 5-24 5.3% 0-23 0.6% 4% False False 204,054
80 114-30 109-06 5-24 5.3% 0-21 0.6% 4% False False 153,192
100 114-30 109-06 5-24 5.3% 0-19 0.5% 4% False False 122,586
120 114-30 108-03 6-27 6.3% 0-16 0.5% 19% False False 102,156
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-01
2.618 111-06
1.618 110-21
1.000 110-10
0.618 110-04
HIGH 109-25
0.618 109-19
0.500 109-16
0.382 109-14
LOW 109-08
0.618 108-29
1.000 108-23
1.618 108-12
2.618 107-27
4.250 107-00
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 109-16 109-26
PP 109-15 109-21
S1 109-14 109-17

These figures are updated between 7pm and 10pm EST after a trading day.

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