ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
111-16 |
111-10 |
-0-06 |
-0.2% |
110-06 |
High |
111-26 |
111-16 |
-0-10 |
-0.3% |
111-26 |
Low |
111-05 |
111-01 |
-0-04 |
-0.1% |
110-02 |
Close |
111-11 |
111-09 |
-0-02 |
-0.1% |
111-09 |
Range |
0-21 |
0-15 |
-0-06 |
-28.6% |
1-24 |
ATR |
0-19 |
0-19 |
0-00 |
-1.6% |
0-00 |
Volume |
259,762 |
355,757 |
95,995 |
37.0% |
1,616,384 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-22 |
112-14 |
111-17 |
|
R3 |
112-07 |
111-31 |
111-13 |
|
R2 |
111-24 |
111-24 |
111-12 |
|
R1 |
111-16 |
111-16 |
111-10 |
111-12 |
PP |
111-09 |
111-09 |
111-09 |
111-07 |
S1 |
111-01 |
111-01 |
111-08 |
110-30 |
S2 |
110-26 |
110-26 |
111-06 |
|
S3 |
110-11 |
110-18 |
111-05 |
|
S4 |
109-28 |
110-03 |
111-01 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-10 |
115-17 |
112-08 |
|
R3 |
114-18 |
113-25 |
111-24 |
|
R2 |
112-26 |
112-26 |
111-19 |
|
R1 |
112-01 |
112-01 |
111-14 |
112-14 |
PP |
111-02 |
111-02 |
111-02 |
111-08 |
S1 |
110-09 |
110-09 |
111-04 |
110-22 |
S2 |
109-10 |
109-10 |
110-31 |
|
S3 |
107-18 |
108-17 |
110-26 |
|
S4 |
105-26 |
106-25 |
110-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-26 |
110-02 |
1-24 |
1.6% |
0-20 |
0.6% |
70% |
False |
False |
323,276 |
10 |
111-26 |
110-02 |
1-24 |
1.6% |
0-17 |
0.5% |
70% |
False |
False |
267,752 |
20 |
112-11 |
110-00 |
2-11 |
2.1% |
0-18 |
0.5% |
55% |
False |
False |
305,320 |
40 |
114-02 |
110-00 |
4-02 |
3.7% |
0-21 |
0.6% |
32% |
False |
False |
372,627 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
43% |
False |
False |
254,082 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
43% |
False |
False |
190,656 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
38% |
False |
False |
152,531 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
38% |
False |
False |
127,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-16 |
2.618 |
112-23 |
1.618 |
112-08 |
1.000 |
111-31 |
0.618 |
111-25 |
HIGH |
111-16 |
0.618 |
111-10 |
0.500 |
111-08 |
0.382 |
111-07 |
LOW |
111-01 |
0.618 |
110-24 |
1.000 |
110-18 |
1.618 |
110-09 |
2.618 |
109-26 |
4.250 |
109-01 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-09 |
111-14 |
PP |
111-09 |
111-12 |
S1 |
111-08 |
111-10 |
|