ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-15 |
110-15 |
0-00 |
0.0% |
110-08 |
| High |
110-25 |
110-23 |
-0-02 |
-0.1% |
110-25 |
| Low |
110-12 |
110-02 |
-0-10 |
-0.3% |
110-02 |
| Close |
110-15 |
110-08 |
-0-07 |
-0.2% |
110-08 |
| Range |
0-13 |
0-21 |
0-08 |
61.5% |
0-23 |
| ATR |
0-18 |
0-19 |
0-00 |
1.0% |
0-00 |
| Volume |
256,237 |
266,636 |
10,399 |
4.1% |
1,061,142 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-10 |
111-30 |
110-20 |
|
| R3 |
111-21 |
111-09 |
110-14 |
|
| R2 |
111-00 |
111-00 |
110-12 |
|
| R1 |
110-20 |
110-20 |
110-10 |
110-16 |
| PP |
110-11 |
110-11 |
110-11 |
110-09 |
| S1 |
109-31 |
109-31 |
110-06 |
109-26 |
| S2 |
109-22 |
109-22 |
110-04 |
|
| S3 |
109-01 |
109-10 |
110-02 |
|
| S4 |
108-12 |
108-21 |
109-28 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-17 |
112-03 |
110-21 |
|
| R3 |
111-26 |
111-12 |
110-14 |
|
| R2 |
111-03 |
111-03 |
110-12 |
|
| R1 |
110-21 |
110-21 |
110-10 |
110-20 |
| PP |
110-12 |
110-12 |
110-12 |
110-11 |
| S1 |
109-30 |
109-30 |
110-06 |
109-28 |
| S2 |
109-21 |
109-21 |
110-04 |
|
| S3 |
108-30 |
109-07 |
110-02 |
|
| S4 |
108-07 |
108-16 |
109-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-25 |
110-02 |
0-23 |
0.7% |
0-14 |
0.4% |
26% |
False |
True |
212,228 |
| 10 |
111-18 |
110-00 |
1-18 |
1.4% |
0-15 |
0.4% |
16% |
False |
False |
265,368 |
| 20 |
113-03 |
110-00 |
3-03 |
2.8% |
0-18 |
0.5% |
8% |
False |
False |
316,514 |
| 40 |
114-02 |
110-00 |
4-02 |
3.7% |
0-21 |
0.6% |
6% |
False |
False |
339,667 |
| 60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
22% |
False |
False |
227,185 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
22% |
False |
False |
170,455 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-17 |
0.5% |
19% |
False |
False |
136,367 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-14 |
0.4% |
19% |
False |
False |
113,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-16 |
|
2.618 |
112-14 |
|
1.618 |
111-25 |
|
1.000 |
111-12 |
|
0.618 |
111-04 |
|
HIGH |
110-23 |
|
0.618 |
110-15 |
|
0.500 |
110-12 |
|
0.382 |
110-10 |
|
LOW |
110-02 |
|
0.618 |
109-21 |
|
1.000 |
109-13 |
|
1.618 |
109-00 |
|
2.618 |
108-11 |
|
4.250 |
107-09 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-14 |
| PP |
110-11 |
110-12 |
| S1 |
110-10 |
110-10 |
|