ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
111-13 |
111-09 |
-0-04 |
-0.1% |
111-26 |
High |
112-00 |
111-17 |
-0-15 |
-0.4% |
112-11 |
Low |
111-04 |
111-07 |
0-03 |
0.1% |
111-04 |
Close |
111-08 |
111-11 |
0-03 |
0.1% |
111-08 |
Range |
0-28 |
0-10 |
-0-18 |
-64.3% |
1-07 |
ATR |
0-22 |
0-22 |
-0-01 |
-4.0% |
0-00 |
Volume |
329,511 |
599,485 |
269,974 |
81.9% |
1,836,345 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-10 |
112-04 |
111-16 |
|
R3 |
112-00 |
111-26 |
111-14 |
|
R2 |
111-22 |
111-22 |
111-13 |
|
R1 |
111-16 |
111-16 |
111-12 |
111-19 |
PP |
111-12 |
111-12 |
111-12 |
111-13 |
S1 |
111-06 |
111-06 |
111-10 |
111-09 |
S2 |
111-02 |
111-02 |
111-09 |
|
S3 |
110-24 |
110-28 |
111-08 |
|
S4 |
110-14 |
110-18 |
111-06 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-07 |
114-15 |
111-29 |
|
R3 |
114-00 |
113-08 |
111-19 |
|
R2 |
112-25 |
112-25 |
111-15 |
|
R1 |
112-01 |
112-01 |
111-12 |
111-26 |
PP |
111-18 |
111-18 |
111-18 |
111-15 |
S1 |
110-26 |
110-26 |
111-04 |
110-18 |
S2 |
110-11 |
110-11 |
111-01 |
|
S3 |
109-04 |
109-19 |
110-29 |
|
S4 |
107-29 |
108-12 |
110-19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-08 |
111-04 |
1-04 |
1.0% |
0-18 |
0.5% |
19% |
False |
False |
425,089 |
10 |
113-03 |
111-04 |
1-31 |
1.8% |
0-21 |
0.6% |
11% |
False |
False |
395,345 |
20 |
113-20 |
111-04 |
2-16 |
2.2% |
0-21 |
0.6% |
9% |
False |
False |
419,188 |
40 |
114-02 |
109-31 |
4-03 |
3.7% |
0-22 |
0.6% |
34% |
False |
False |
289,155 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
44% |
False |
False |
193,013 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
44% |
False |
False |
144,779 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
39% |
False |
False |
115,825 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
39% |
False |
False |
96,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-28 |
2.618 |
112-11 |
1.618 |
112-01 |
1.000 |
111-27 |
0.618 |
111-23 |
HIGH |
111-17 |
0.618 |
111-13 |
0.500 |
111-12 |
0.382 |
111-11 |
LOW |
111-07 |
0.618 |
111-01 |
1.000 |
110-29 |
1.618 |
110-23 |
2.618 |
110-13 |
4.250 |
109-28 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-12 |
111-18 |
PP |
111-12 |
111-16 |
S1 |
111-11 |
111-13 |
|