ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
111-23 |
111-14 |
-0-09 |
-0.3% |
110-06 |
High |
111-27 |
111-17 |
-0-10 |
-0.3% |
111-26 |
Low |
111-11 |
110-28 |
-0-15 |
-0.4% |
110-02 |
Close |
111-16 |
111-02 |
-0-14 |
-0.4% |
111-09 |
Range |
0-16 |
0-21 |
0-05 |
31.3% |
1-24 |
ATR |
0-19 |
0-19 |
0-00 |
1.0% |
0-00 |
Volume |
290,296 |
289,294 |
-1,002 |
-0.3% |
1,616,384 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-04 |
112-24 |
111-14 |
|
R3 |
112-15 |
112-03 |
111-08 |
|
R2 |
111-26 |
111-26 |
111-06 |
|
R1 |
111-14 |
111-14 |
111-04 |
111-10 |
PP |
111-05 |
111-05 |
111-05 |
111-03 |
S1 |
110-25 |
110-25 |
111-00 |
110-20 |
S2 |
110-16 |
110-16 |
110-30 |
|
S3 |
109-27 |
110-04 |
110-28 |
|
S4 |
109-06 |
109-15 |
110-22 |
|
|
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 |
110-28 |
1-01 |
0.9% |
0-17 |
0.5% |
18% |
False |
True |
277,978 |
10 |
111-29 |
110-02 |
1-27 |
1.7% |
0-19 |
0.5% |
54% |
False |
False |
291,715 |
20 |
112-00 |
110-00 |
2-00 |
1.8% |
0-17 |
0.5% |
53% |
False |
False |
281,685 |
40 |
113-30 |
110-00 |
3-30 |
3.5% |
0-20 |
0.6% |
27% |
False |
False |
351,309 |
60 |
114-02 |
109-28 |
4-06 |
3.8% |
0-20 |
0.6% |
28% |
False |
False |
271,209 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
38% |
False |
False |
203,578 |
100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-18 |
0.5% |
34% |
False |
False |
162,871 |
120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-15 |
0.4% |
34% |
False |
False |
135,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-10 |
2.618 |
113-08 |
1.618 |
112-19 |
1.000 |
112-06 |
0.618 |
111-30 |
HIGH |
111-17 |
0.618 |
111-09 |
0.500 |
111-06 |
0.382 |
111-04 |
LOW |
110-28 |
0.618 |
110-15 |
1.000 |
110-07 |
1.618 |
109-26 |
2.618 |
109-05 |
4.250 |
108-03 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-06 |
111-12 |
PP |
111-05 |
111-09 |
S1 |
111-04 |
111-06 |
|