ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
111-11 |
111-06 |
-0-05 |
-0.1% |
111-26 |
High |
111-13 |
111-18 |
0-05 |
0.1% |
112-11 |
Low |
111-04 |
111-03 |
-0-01 |
0.0% |
111-04 |
Close |
111-06 |
111-09 |
0-03 |
0.1% |
111-08 |
Range |
0-09 |
0-15 |
0-06 |
66.7% |
1-07 |
ATR |
0-21 |
0-20 |
0-00 |
-1.9% |
0-00 |
Volume |
242,298 |
241,328 |
-970 |
-0.4% |
1,836,345 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-23 |
112-15 |
111-17 |
|
R3 |
112-08 |
112-00 |
111-13 |
|
R2 |
111-25 |
111-25 |
111-12 |
|
R1 |
111-17 |
111-17 |
111-10 |
111-21 |
PP |
111-10 |
111-10 |
111-10 |
111-12 |
S1 |
111-02 |
111-02 |
111-08 |
111-06 |
S2 |
110-27 |
110-27 |
111-06 |
|
S3 |
110-12 |
110-19 |
111-05 |
|
S4 |
109-29 |
110-04 |
111-01 |
|
|
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 |
112-00 |
111-03 |
0-29 |
0.8% |
0-15 |
0.4% |
21% |
False |
True |
388,284 |
10 |
112-25 |
111-03 |
1-22 |
1.5% |
0-19 |
0.5% |
11% |
False |
True |
394,068 |
20 |
113-19 |
111-03 |
2-16 |
2.2% |
0-21 |
0.6% |
8% |
False |
True |
391,272 |
40 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
32% |
False |
False |
301,194 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
43% |
False |
False |
201,063 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
43% |
False |
False |
150,824 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
38% |
False |
False |
120,662 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-13 |
0.4% |
38% |
False |
False |
100,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-18 |
2.618 |
112-25 |
1.618 |
112-10 |
1.000 |
112-01 |
0.618 |
111-27 |
HIGH |
111-18 |
0.618 |
111-12 |
0.500 |
111-10 |
0.382 |
111-09 |
LOW |
111-03 |
0.618 |
110-26 |
1.000 |
110-20 |
1.618 |
110-11 |
2.618 |
109-28 |
4.250 |
109-03 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-10 |
111-10 |
PP |
111-10 |
111-10 |
S1 |
111-10 |
111-10 |
|