ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
111-07 |
111-17 |
0-10 |
0.3% |
110-06 |
High |
111-21 |
111-29 |
0-08 |
0.2% |
111-26 |
Low |
111-01 |
111-15 |
0-14 |
0.4% |
110-02 |
Close |
111-15 |
111-23 |
0-08 |
0.2% |
111-09 |
Range |
0-20 |
0-14 |
-0-06 |
-30.0% |
1-24 |
ATR |
0-19 |
0-19 |
0-00 |
-1.9% |
0-00 |
Volume |
190,793 |
263,750 |
72,957 |
38.2% |
1,616,384 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-00 |
112-26 |
111-31 |
|
R3 |
112-18 |
112-12 |
111-27 |
|
R2 |
112-04 |
112-04 |
111-26 |
|
R1 |
111-30 |
111-30 |
111-24 |
112-01 |
PP |
111-22 |
111-22 |
111-22 |
111-24 |
S1 |
111-16 |
111-16 |
111-22 |
111-19 |
S2 |
111-08 |
111-08 |
111-20 |
|
S3 |
110-26 |
111-02 |
111-19 |
|
S4 |
110-12 |
110-20 |
111-15 |
|
|
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 |
111-29 |
111-01 |
0-28 |
0.8% |
0-17 |
0.5% |
79% |
True |
False |
285,366 |
10 |
111-29 |
110-02 |
1-27 |
1.7% |
0-18 |
0.5% |
90% |
True |
False |
282,112 |
20 |
112-08 |
110-00 |
2-08 |
2.0% |
0-18 |
0.5% |
76% |
False |
False |
297,431 |
40 |
113-30 |
110-00 |
3-30 |
3.5% |
0-20 |
0.6% |
44% |
False |
False |
370,986 |
60 |
114-02 |
109-06 |
4-28 |
4.4% |
0-20 |
0.6% |
52% |
False |
False |
261,618 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
52% |
False |
False |
196,334 |
100 |
114-22 |
109-06 |
5-16 |
4.9% |
0-17 |
0.5% |
46% |
False |
False |
157,076 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-15 |
0.4% |
46% |
False |
False |
130,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-24 |
2.618 |
113-02 |
1.618 |
112-20 |
1.000 |
112-11 |
0.618 |
112-06 |
HIGH |
111-29 |
0.618 |
111-24 |
0.500 |
111-22 |
0.382 |
111-20 |
LOW |
111-15 |
0.618 |
111-06 |
1.000 |
111-01 |
1.618 |
110-24 |
2.618 |
110-10 |
4.250 |
109-20 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-23 |
111-20 |
PP |
111-22 |
111-18 |
S1 |
111-22 |
111-15 |
|