ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-12 |
110-18 |
0-06 |
0.2% |
111-09 |
| High |
110-24 |
110-24 |
0-00 |
0.0% |
111-18 |
| Low |
110-11 |
110-12 |
0-01 |
0.0% |
110-00 |
| Close |
110-18 |
110-14 |
-0-04 |
-0.1% |
110-10 |
| Range |
0-13 |
0-12 |
-0-01 |
-7.7% |
1-18 |
| ATR |
0-19 |
0-19 |
-0-01 |
-2.7% |
0-00 |
| Volume |
141,756 |
227,320 |
85,564 |
60.4% |
1,592,546 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-21 |
111-13 |
110-21 |
|
| R3 |
111-09 |
111-01 |
110-17 |
|
| R2 |
110-29 |
110-29 |
110-16 |
|
| R1 |
110-21 |
110-21 |
110-15 |
110-19 |
| PP |
110-17 |
110-17 |
110-17 |
110-16 |
| S1 |
110-09 |
110-09 |
110-13 |
110-07 |
| S2 |
110-05 |
110-05 |
110-12 |
|
| S3 |
109-25 |
109-29 |
110-11 |
|
| S4 |
109-13 |
109-17 |
110-07 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-10 |
114-12 |
111-06 |
|
| R3 |
113-24 |
112-26 |
110-24 |
|
| R2 |
112-06 |
112-06 |
110-19 |
|
| R1 |
111-08 |
111-08 |
110-15 |
110-30 |
| PP |
110-20 |
110-20 |
110-20 |
110-15 |
| S1 |
109-22 |
109-22 |
110-05 |
109-12 |
| S2 |
109-02 |
109-02 |
110-01 |
|
| S3 |
107-16 |
108-04 |
109-28 |
|
| S4 |
105-30 |
106-18 |
109-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-13 |
110-00 |
1-13 |
1.3% |
0-16 |
0.5% |
31% |
False |
False |
209,540 |
| 10 |
112-00 |
110-00 |
2-00 |
1.8% |
0-16 |
0.4% |
22% |
False |
False |
298,912 |
| 20 |
113-03 |
110-00 |
3-03 |
2.8% |
0-18 |
0.5% |
14% |
False |
False |
340,586 |
| 40 |
114-02 |
110-00 |
4-02 |
3.7% |
0-22 |
0.6% |
11% |
False |
False |
326,782 |
| 60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
26% |
False |
False |
218,508 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
26% |
False |
False |
163,919 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-16 |
0.5% |
23% |
False |
False |
131,139 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-14 |
0.4% |
23% |
False |
False |
109,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-11 |
|
2.618 |
111-23 |
|
1.618 |
111-11 |
|
1.000 |
111-04 |
|
0.618 |
110-31 |
|
HIGH |
110-24 |
|
0.618 |
110-19 |
|
0.500 |
110-18 |
|
0.382 |
110-17 |
|
LOW |
110-12 |
|
0.618 |
110-05 |
|
1.000 |
110-00 |
|
1.618 |
109-25 |
|
2.618 |
109-13 |
|
4.250 |
108-25 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-18 |
110-16 |
| PP |
110-17 |
110-15 |
| S1 |
110-15 |
110-15 |
|