ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
111-10 |
111-07 |
-0-03 |
-0.1% |
110-06 |
High |
111-16 |
111-21 |
0-05 |
0.1% |
111-26 |
Low |
111-01 |
111-01 |
0-00 |
0.0% |
110-02 |
Close |
111-09 |
111-15 |
0-06 |
0.2% |
111-09 |
Range |
0-15 |
0-20 |
0-05 |
33.3% |
1-24 |
ATR |
0-19 |
0-19 |
0-00 |
0.4% |
0-00 |
Volume |
355,757 |
190,793 |
-164,964 |
-46.4% |
1,616,384 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-08 |
113-00 |
111-26 |
|
R3 |
112-20 |
112-12 |
111-20 |
|
R2 |
112-00 |
112-00 |
111-19 |
|
R1 |
111-24 |
111-24 |
111-17 |
111-28 |
PP |
111-12 |
111-12 |
111-12 |
111-14 |
S1 |
111-04 |
111-04 |
111-13 |
111-08 |
S2 |
110-24 |
110-24 |
111-11 |
|
S3 |
110-04 |
110-16 |
111-10 |
|
S4 |
109-16 |
109-28 |
111-04 |
|
|
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 |
110-12 |
1-14 |
1.3% |
0-20 |
0.6% |
76% |
False |
False |
297,532 |
10 |
111-26 |
110-02 |
1-24 |
1.6% |
0-18 |
0.5% |
80% |
False |
False |
269,912 |
20 |
112-08 |
110-00 |
2-08 |
2.0% |
0-17 |
0.5% |
65% |
False |
False |
299,341 |
40 |
114-02 |
110-00 |
4-02 |
3.6% |
0-21 |
0.6% |
36% |
False |
False |
372,463 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
47% |
False |
False |
257,237 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
47% |
False |
False |
193,041 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
41% |
False |
False |
154,438 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
41% |
False |
False |
128,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-10 |
2.618 |
113-09 |
1.618 |
112-21 |
1.000 |
112-09 |
0.618 |
112-01 |
HIGH |
111-21 |
0.618 |
111-13 |
0.500 |
111-11 |
0.382 |
111-09 |
LOW |
111-01 |
0.618 |
110-21 |
1.000 |
110-13 |
1.618 |
110-01 |
2.618 |
109-13 |
4.250 |
108-12 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-14 |
111-14 |
PP |
111-12 |
111-14 |
S1 |
111-11 |
111-14 |
|