ECBOT 30 Year Treasury Bond Future June 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
111-14 |
110-30 |
-0-16 |
-0.4% |
111-07 |
| High |
111-17 |
111-14 |
-0-03 |
-0.1% |
111-29 |
| Low |
110-28 |
110-26 |
-0-02 |
-0.1% |
110-26 |
| Close |
111-02 |
110-29 |
-0-05 |
-0.1% |
110-29 |
| Range |
0-21 |
0-20 |
-0-01 |
-4.8% |
1-03 |
| ATR |
0-19 |
0-19 |
0-00 |
0.5% |
0-00 |
| Volume |
289,294 |
329,739 |
40,445 |
14.0% |
1,363,872 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-30 |
112-17 |
111-08 |
|
| R3 |
112-10 |
111-29 |
111-02 |
|
| R2 |
111-22 |
111-22 |
111-01 |
|
| R1 |
111-09 |
111-09 |
110-31 |
111-06 |
| PP |
111-02 |
111-02 |
111-02 |
111-00 |
| S1 |
110-21 |
110-21 |
110-27 |
110-18 |
| S2 |
110-14 |
110-14 |
110-25 |
|
| S3 |
109-26 |
110-01 |
110-24 |
|
| S4 |
109-06 |
109-13 |
110-18 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-16 |
113-25 |
111-16 |
|
| R3 |
113-13 |
112-22 |
111-07 |
|
| R2 |
112-10 |
112-10 |
111-03 |
|
| R1 |
111-19 |
111-19 |
111-00 |
111-13 |
| PP |
111-07 |
111-07 |
111-07 |
111-04 |
| S1 |
110-16 |
110-16 |
110-26 |
110-10 |
| S2 |
110-04 |
110-04 |
110-23 |
|
| S3 |
109-01 |
109-13 |
110-19 |
|
| S4 |
107-30 |
108-10 |
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 |
110-26 |
1-03 |
1.0% |
0-18 |
0.5% |
9% |
False |
True |
272,774 |
| 10 |
111-29 |
110-02 |
1-27 |
1.7% |
0-19 |
0.5% |
46% |
False |
False |
298,025 |
| 20 |
111-29 |
110-00 |
1-29 |
1.7% |
0-17 |
0.5% |
48% |
False |
False |
281,697 |
| 40 |
113-30 |
110-00 |
3-30 |
3.6% |
0-20 |
0.6% |
23% |
False |
False |
347,515 |
| 60 |
114-02 |
109-28 |
4-06 |
3.8% |
0-20 |
0.6% |
25% |
False |
False |
276,688 |
| 80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
35% |
False |
False |
207,693 |
| 100 |
114-22 |
109-06 |
5-16 |
5.0% |
0-18 |
0.5% |
31% |
False |
False |
166,168 |
| 120 |
114-22 |
109-06 |
5-16 |
5.0% |
0-15 |
0.4% |
31% |
False |
False |
138,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-03 |
|
2.618 |
113-02 |
|
1.618 |
112-14 |
|
1.000 |
112-02 |
|
0.618 |
111-26 |
|
HIGH |
111-14 |
|
0.618 |
111-06 |
|
0.500 |
111-04 |
|
0.382 |
111-02 |
|
LOW |
110-26 |
|
0.618 |
110-14 |
|
1.000 |
110-06 |
|
1.618 |
109-26 |
|
2.618 |
109-06 |
|
4.250 |
108-05 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
111-04 |
111-10 |
| PP |
111-02 |
111-06 |
| S1 |
110-31 |
111-02 |
|