ECBOT 30 Year Treasury Bond Future June 2007
Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
110-30 |
110-30 |
0-00 |
0.0% |
111-07 |
High |
111-14 |
111-27 |
0-13 |
0.4% |
111-29 |
Low |
110-26 |
110-29 |
0-03 |
0.1% |
110-26 |
Close |
110-29 |
111-24 |
0-27 |
0.8% |
110-29 |
Range |
0-20 |
0-30 |
0-10 |
50.0% |
1-03 |
ATR |
0-19 |
0-20 |
0-01 |
4.3% |
0-00 |
Volume |
329,739 |
338,914 |
9,175 |
2.8% |
1,363,872 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-10 |
113-31 |
112-08 |
|
R3 |
113-12 |
113-01 |
112-00 |
|
R2 |
112-14 |
112-14 |
111-30 |
|
R1 |
112-03 |
112-03 |
111-27 |
112-08 |
PP |
111-16 |
111-16 |
111-16 |
111-19 |
S1 |
111-05 |
111-05 |
111-21 |
111-10 |
S2 |
110-18 |
110-18 |
111-18 |
|
S3 |
109-20 |
110-07 |
111-16 |
|
S4 |
108-22 |
109-09 |
111-08 |
|
|
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% |
0-20 |
0.6% |
86% |
False |
False |
302,398 |
10 |
111-29 |
110-12 |
1-17 |
1.4% |
0-20 |
0.6% |
90% |
False |
False |
299,965 |
20 |
111-29 |
110-00 |
1-29 |
1.7% |
0-18 |
0.5% |
92% |
False |
False |
268,668 |
40 |
113-20 |
110-00 |
3-20 |
3.2% |
0-20 |
0.5% |
48% |
False |
False |
343,928 |
60 |
114-02 |
109-31 |
4-03 |
3.7% |
0-21 |
0.6% |
44% |
False |
False |
282,326 |
80 |
114-02 |
109-06 |
4-28 |
4.4% |
0-19 |
0.5% |
53% |
False |
False |
211,927 |
100 |
114-02 |
109-06 |
4-28 |
4.4% |
0-18 |
0.5% |
53% |
False |
False |
169,557 |
120 |
114-22 |
109-06 |
5-16 |
4.9% |
0-16 |
0.4% |
47% |
False |
False |
141,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-26 |
2.618 |
114-10 |
1.618 |
113-12 |
1.000 |
112-25 |
0.618 |
112-14 |
HIGH |
111-27 |
0.618 |
111-16 |
0.500 |
111-12 |
0.382 |
111-08 |
LOW |
110-29 |
0.618 |
110-10 |
1.000 |
109-31 |
1.618 |
109-12 |
2.618 |
108-14 |
4.250 |
106-30 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
111-20 |
111-20 |
PP |
111-16 |
111-15 |
S1 |
111-12 |
111-10 |
|