ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
110-21 |
111-05 |
0-16 |
0.5% |
110-08 |
| High |
111-07 |
111-19 |
0-12 |
0.3% |
110-25 |
| Low |
110-12 |
111-03 |
0-23 |
0.7% |
110-02 |
| Close |
111-04 |
111-15 |
0-11 |
0.3% |
110-08 |
| Range |
0-27 |
0-16 |
-0-11 |
-40.7% |
0-23 |
| ATR |
0-19 |
0-19 |
0-00 |
-1.3% |
0-00 |
| Volume |
324,579 |
356,770 |
32,191 |
9.9% |
1,061,142 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-28 |
112-22 |
111-24 |
|
| R3 |
112-12 |
112-06 |
111-19 |
|
| R2 |
111-28 |
111-28 |
111-18 |
|
| R1 |
111-22 |
111-22 |
111-16 |
111-25 |
| PP |
111-12 |
111-12 |
111-12 |
111-14 |
| S1 |
111-06 |
111-06 |
111-14 |
111-09 |
| S2 |
110-28 |
110-28 |
111-12 |
|
| S3 |
110-12 |
110-22 |
111-11 |
|
| S4 |
109-28 |
110-06 |
111-06 |
|
|
| 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 |
111-19 |
110-02 |
1-17 |
1.4% |
0-20 |
0.5% |
92% |
True |
False |
304,747 |
| 10 |
111-19 |
110-00 |
1-19 |
1.4% |
0-18 |
0.5% |
92% |
True |
False |
257,144 |
| 20 |
112-25 |
110-00 |
2-25 |
2.5% |
0-18 |
0.5% |
53% |
False |
False |
325,606 |
| 40 |
114-02 |
110-00 |
4-02 |
3.6% |
0-22 |
0.6% |
36% |
False |
False |
362,768 |
| 60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
47% |
False |
False |
243,851 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
47% |
False |
False |
182,963 |
| 100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
41% |
False |
False |
146,376 |
| 120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-14 |
0.4% |
41% |
False |
False |
121,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-23 |
|
2.618 |
112-29 |
|
1.618 |
112-13 |
|
1.000 |
112-03 |
|
0.618 |
111-29 |
|
HIGH |
111-19 |
|
0.618 |
111-13 |
|
0.500 |
111-11 |
|
0.382 |
111-09 |
|
LOW |
111-03 |
|
0.618 |
110-25 |
|
1.000 |
110-19 |
|
1.618 |
110-09 |
|
2.618 |
109-25 |
|
4.250 |
108-31 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-14 |
111-08 |
| PP |
111-12 |
111-01 |
| S1 |
111-11 |
110-26 |
|